Asymptotically Efficient Discrete Hedging

Progress in Probability

Volumn 65, Issue , 2011, Pages 331-346

  Fukasawa, Masaaki ^a  

^a OSAKA UNIVERSITY   (Japan)

Author keywords

Asymptotic efficiency; discrete hedging; Riemann sum; stopping time

Indexed keywords

EID: 85145373655     PISSN: 10506977     EISSN: 22970428     Source Type: Book Series    
DOI: 10.1007/978-3-0348-0097-6_19     Document Type: Chapter

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