Journal title
Mathematical Finance
DOI
10.1111/j.1467-9965.2010.00409.x
Issue
3
Volume
20
Last updated
2024-03-15T18:12:44.783+00:00
Page
521-525
Abstract
We fill a gap in the proof of a (rather critical) lemma, Lemma B.1, in Jin and Zhou (2008: Math. Finance 18, 385-426). We also correct a couple of other minor errors in the same paper. © Copyright the Authors. Journal Compilation © 2010 Wiley Periodicals, Inc.
Symplectic ID
149422
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Publication type
Journal Article
Publication date
01 Jul 2010