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Gamma hedging and rough paths

Crossref DOI link: https://doi.org/10.1007/s00780-025-00576-2

Published Online: 2025-09-16

Published Print: 2025-10

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Armstrong, John

Ionescu, Andrei
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Text and Data Mining valid from 2025-09-16

Version of Record valid from 2025-09-16
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Article History

Received: 28 September 2023

Accepted: 11 February 2025

First Online: 16 September 2025

Declarations

:

: The authors declare no competing interests.