Erratum to: Appl Math Optim DOI 10.1007/00245-017-9413-5
The original version of this article contained error in equations. Equations 3.7 and 3.10c are misplaced with different variants. This is corrected with this erratum.
The corrected equations are given below:
$$\begin{aligned} \left( \begin{array}{cc} \mathcal {X} &{} 0 \\ 0 &{} -\mathcal {R} \\ \end{array} \right) \le \frac{3}{\varepsilon }\left( \begin{array}{cc} I &{} -I \\ -I &{} I \\ \end{array} \right) \end{aligned}$$
(3.7)
$$\begin{aligned} \left( \begin{array}{cc} {{\mathcal {X}}_{\varepsilon }} &{} 0 \\ 0 &{} -{{\mathcal {R}}_{\varepsilon }} \\ \end{array} \right)&\le \frac{3}{\varepsilon }\left( \begin{array}{cc} I &{} -I \\ -I &{} I \\ \end{array} \right) . \end{aligned}$$
(3.10c)
Author information
Authors and Affiliations
Corresponding author
Additional information
The online version of the original article can be found under doi:10.1007/s00245-017-9413-5.
Rights and permissions
About this article
Cite this article
Bouveret, G., Chassagneux, JF. Erratum to: A Comparison Principle for PDEs Arising in Approximate Hedging Problems: Application to Bermudan Options. Appl Math Optim 78, 493 (2018). https://doi.org/10.1007/s00245-017-9438-9
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00245-017-9438-9