Asymptotically Efficient Discrete Hedging
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Publication:2909990
DOI10.1007/978-3-0348-0097-6_19zbMath1246.91130MaRDI QIDQ2909990
Publication date: 7 September 2012
Published in: Stochastic Analysis with Financial Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-0348-0097-6_19
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Cites Work
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- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH
- Quantitative approximation of certain stochastic integrals
- Discrete time hedging errors for options with irregular payoffs