Tankov, Peter and Voltchkova, Ekaterina (2009) Asymptotic Analysis of Hedging Errors in Models with Jumps. Stochastic Processes and their Applications, vol. 119 (n° 6). pp. 2004-2027.
and Voltchkova, Ekaterina
(2009)
Asymptotic Analysis of Hedging Errors in Models with Jumps.
Stochastic Processes and their Applications, vol. 119 (n° 6).
pp. 2004-2027.