A correction note to “Discrete time hedging errors for options with irregular payoffs”

This short note corrects an error (a factor is missing) in two formulas related to L <Superscript>2</Superscript>-limits, established in “Discrete time hedging errors for options with irregular payoffs” by E. Gobet and E. Temam, Finance and Stochastics, 5, 357–367 (<CitationRef CitationID="CR6">2001</CitationRef>). Copyright Springer-Verlag Berlin Heidelberg 2014

MoreLess

Year of publication:	2014
Authors:	Gobet, Emmanuel
Published in:	Finance and Stochastics. - Springer. - Vol. 18.2014, 2, p. 483-485
Publisher:	Springer
Subject:	Discrete time hedging \| Approximation of stochastic integral \| Rate of convergence

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010997075