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

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Authors
Publication date
2014
Publication type
Journal Article
Summary This short note corrects an error (a factor is missing) in two formulas related to L 2 -limits, established in “Discrete time hedging errors for options with irregular payoffs” by E. Gobet and E. Temam, Finance and Stochastics, 5, 357–367 ( 2001 ). Copyright Springer-Verlag Berlin Heidelberg 2014.
Publisher
Springer Science and Business Media LLC
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