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
Pages290-304
Number of pages15
Publication statusPublished - 1997

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