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

Magnus Wiktorsson, Mats Brodén

Research output: Contribution to journalArticlepeer-review

4 Citations (SciVal)

Fingerprint

Dive into the research topics of 'On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case'. Together they form a unique fingerprint.

Business & Economics

Mathematics