Martingale-based hedge error

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

Original language	English
Title of host publication	Numerical Methods in Finance
Editors	L.C.G. Rogers, D. Talay
Place of Publication	Cambridge
Publisher	Cambridge University Press
Pages	290-304
Number of pages	15
Publication status	Published - 1997

Cite this

@inbook{835e4c9960754ebf865cd7ed5628d3b2,

title = "Martingale-based hedge error",

author = "P.L.M. Bossaerts and B.J.M. Werker",

note = "Pagination: 15",

year = "1997",

language = "English",

pages = "290--304",

editor = "L.C.G. Rogers and D. Talay",

booktitle = "Numerical Methods in Finance",

publisher = "Cambridge University Press",

address = "United Kingdom",

}