On discrete time hedging in d-dimensional option pricing models

From MaRDI portal

Publication:6478975

Jump to:navigation, search

arXivmath/0703481MaRDI QIDQ6478975

Publication date: 16 March 2007

Mathematics Subject Classification ID

Stochastic integrals (60H05) Rate of convergence, degree of approximation (41A25)

This page was built for publication: On discrete time hedging in d-dimensional option pricing models

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6478975&oldid=36187055"