Discrete time hedging errors for options with irregular payoffs
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Publication:5950465
DOI10.1007/PL00013539zbMath0978.91036OpenAlexW2003122452MaRDI QIDQ5950465
Emmanuel Gobet, Emmanuel Teman
Publication date: 12 December 2001
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/pl00013539
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