A Note on 'Discrete Time Hedging Errors for Options with Irregular Payoffs'
| Year of publication: |
2012
|
|---|---|
| Authors: | Černý, Aleš |
| Other Persons: | Spilda, Juraj (contributor) |
| Publisher: |
[2012]: [S.l.] : SSRN |
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Black-Scholes-Modell | Black-Scholes model |
| Description of contents: |
This note provides correction to the main results in the article "Discrete time hedging errors for options with irregular payoffs" (Finance and Stochastics, 5, 357-367, 2001)
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freely available