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

Emmanuel Gobet ()

Finance and Stochastics, 2014, vol. 18, issue 2, 483-485

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

Keywords: Discrete time hedging; Approximation of stochastic integral; Rate of convergence; 60H05; 41A25; G12; C63 (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s00780-014-0226-y (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:finsto:v:18:y:2014:i:2:p:483-485

Ordering information: This journal article can be ordered from
http://www.springer. ... ance/journal/780/PS2

DOI: 10.1007/s00780-014-0226-y

Access Statistics for this article

Finance and Stochastics is currently edited by M. Schweizer

More articles in Finance and Stochastics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().