Martingale-based hedge error

P.L.M. Bossaerts, B.J.M. Werker

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationNumerical Methods in Finance
EditorsL.C.G. Rogers, D. Talay
Place of PublicationCambridge
PublisherCambridge University Press
Number of pages15
Publication statusPublished - 1997

Cite this

Bossaerts, P. L. M., & Werker, B. J. M. (1997). Martingale-based hedge error. In L. C. G. Rogers, & D. Talay (Eds.), Numerical Methods in Finance (pp. 290-304). Cambridge University Press.