Robustness of delta hedging for path-dependent options in local volatility models

A. Schied, M.A. Stadje

Research output: Contribution to journalArticleProfessional

7 Citations (Scopus)
Original languageEnglish
Pages (from-to)865-879
JournalJournal of Applied Probability
Volume44
Issue number4
Publication statusPublished - 2008
Externally publishedYes

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