  The authors aim to develop numerical schemes of the two representative
quadratic hedging strategies: locally risk minimizing and mean-variance hedging
strategies, for models whose asset price process is given by the exponential of
a normal inverse Gaussian process, using the results of Arai et al. \cite{AIS},
and Arai and Imai. Here normal inverse Gaussian process is a framework of
L\'evy processes frequently appeared in financial literature. In addition, some
numerical results are also introduced.
