The Derivatives-on-Line Pages

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Maintained by Kyriakos Chourdakis, QM University of London. Comments, etc. are very welcome. You can reach me here.

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MMA: The convergence of the dynamic delta hedging towards the option price

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next up previous contents
Next: Value at risk Up: The Greeks Previous: MMA: Dynamic delta hedging   Contents
Kyriakos 2003-03-17