"On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case."

Mats Brodén, Magnus Wiktorsson (2011)

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DOI: 10.1137/090779905

access: closed

type: Journal Article

metadata version: 2017-06-08

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Mats Brodén, Magnus Wiktorsson:
On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case. SIAM J. Financial Math. 2(1): 55-78 (2011)

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