M. Brodén and M. Wiktorsson, On the convergence of higher order hedging schemes, 2008.

. Fll-+-99-]-e, J. M. Fournié, J. Lasry, P. L. Lebuchoux, N. Lions et al., Applications of Malliavin calculus to Monte Carlo methods in finance, Finance and Stochastics, vol.3, issue.4, pp.391-412, 1999.

]. S. Gei02 and . Geiss, Quantitative approximation of certain stochastic integrals, Stoch. Stoch. Rep, vol.73, issue.3-4, pp.241-270, 2002.

M. [. Geiss and . Hujo, Interpolation and approximation in <mml:math altimg="si1.gif" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:msub><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msub><mml:mo stretchy="false">(</mml:mo><mml:mi>??</mml:mi><mml:mo stretchy="false">)</mml:mo></mml:math>, Journal of Approximation Theory, vol.144, issue.2, pp.213-232, 2007.
DOI : 10.1016/j.jat.2006.06.001

R. [. Gobet and . Munos, Sensitivity Analysis Using It??--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control, SIAM Journal on Control and Optimization, vol.43, issue.5, pp.1676-1713, 2005.
DOI : 10.1137/S0363012902419059

E. Gobet and A. Makhlouf, L2-time regularity of BSDEs with irregular terminal functions, revision for Stochastic Processes and their Applications, 2008.
URL : https://hal.archives-ouvertes.fr/hal-00291768

E. Gobet and E. Temam, Discrete time hedging errors for options with irregular payoffs, Finance and Stochastics, vol.5, issue.3, pp.357-367, 2001.
DOI : 10.1007/PL00013539

A. [. Geiss and . Toivola, Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces, Bernoulli, vol.15, issue.4, 2008.
DOI : 10.3150/09-BEJ197

T. Hayashi and P. Mykland, EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH, Mathematical Finance, vol.80, issue.2, pp.309-343, 2005.
DOI : 10.1007/s004400050134

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.74.7583

J. C. Hull, Options, futures, and other derivatives, 2009.

M. [. Karoui, S. E. Jeanblanc-picqué, and . Shreve, Robustness of the Black and Scholes Formula, Mathematical Finance, vol.8, issue.2, pp.93-126, 1998.
DOI : 10.1111/1467-9965.00047

Y. M. Kabanov and M. Safarian, On Leland's strategy of option pricing with transactions costs, Finance and Stochastics, vol.1, issue.3, pp.239-250, 1997.
DOI : 10.1007/s007800050023

I. Karatzas and S. E. Shreve, Methods of mathematical finance, 1998.

]. W. Mar78 and . Margrabe, The value of an option to exchange one asset for another, Journal of Finance, vol.33, issue.1, pp.177-186, 1978.

]. C. Mar99 and . Martini, Propagation of convexity by Markovian and martingalian semigroups, Potential Anal, vol.10, issue.2, pp.133-175, 1999.

]. S. Per03 and . Pergamenshchikov, Limit theorem for Leland's strategy. The Annals of Applied Probability, pp.1099-1118, 2003.

R. Zhang, Couverture approchée des options Européennes Ecole Nationale des Ponts et Chaussées, 1999.