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Cogent Economics & Finance Volume 5, 2017 - Issue 1
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Erratum

Erratum

M. KatereggaUniversity of Cape Town, Rondebosch, Cape Town, 7700, South AfricaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-1992-1929
ORCID Icon,
S. MataramvuraUniversity of Cape Town, Rondebosch, Cape Town, 7700, South AfricaORCID Iconhttps://orcid.org/0000-0002-8073-2070
ORCID Icon &
D. TaylorUniversity of Cape Town, Rondebosch, Cape Town, 7700, South Africa
|
Xibin ZhangEconometrics and Business Statistics, Australia
(Reviewing Editor)
Article: 1427023 | Published online: 25 Jan 2018
This article refers to:
Bismut–Elworthy–Li formula for subordinated Brownian motion applied to hedging financial derivatives

Bismut–Elworthy–Li formula for subordinated Brownian motion applied to hedging financial derivatives, M. Kateregga, S. Mataramvura & D. Taylor, Cogent Economics & Finance (2017), 5: 1384125

https://doi.org/10.1080/23322039.2017.1384125

The above article was originally published with errors in equations (2), (3), (4) and (5) which has now been corrected.

Cogent OA apologises for the errors.

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