Pages that link to "Item:Q3074985"

The following pages link to On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case (Q3074985):

Displaying 3 items.

• Higher-order error estimates of the discrete-time Clark-Ocone formula (Q2100007) (← links)
• THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY (Q4906531) (← links)
• On Suboptimality of Delta Hedging for Asian Options (Q5258450) (← links)