@article {MR2382931,
	title = {Robustness of delta hedging for path-dependent options in local volatility models},
	journal = {J. Appl. Probab.},
	volume = {44},
	number = {4},
	year = {2007},
	pages = {865{\textendash}879},
	issn = {0021-9002},
	doi = {10.1239/jap/1197908810},
	author = {Schied, Alexander and Stadje, Mitja}
}
