✦ LIBER ✦

A correction note to “Discrete time hedging errors for options with irregular payoffs”

✍ Scribed by Gobet, Emmanuel

Book ID: 121560594
Publisher: Springer-Verlag
Year: 2014
Tongue: English
Weight: 246 KB
Volume: 18
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s00780-014-0226-y

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Discrete time hedging errors for options

Discrete time hedging errors for options with irregular payoffs

✍ Emmanuel Gobet; Emmanuel Temam 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 101 KB

Corrections to “A Discrete-Time Model fo

Corrections to “A Discrete-Time Model for the Design of Type-II PLLs With Passive Sampled Loop Filters” [Feb 11 264-275]

📂 Article 📅 2012 🏛 Institute of Electrical and Electronics Engineers 🌐 English ⚖ 188 KB

Correction to “mixed problems for the ti

Correction to “mixed problems for the time-dependent telegraph equation: Continuous numerical solutions with a priori error bounds”: Mathl. comput. modelling vol. 25, no. 11, pp. 31–44, 1997

✍ L. Jödar; D. Goberna 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 248 KB

This paper deals with the correction of Section 2 of (11 that is incorrect starting from formula (2.5). The correction is based on the replacement of hypotheses (1.6) and (1.7) by new conditions. Minor consequences is Sections 3 and 4 of [l] are also rectified.