Pages that link to "Item:Q2433969"
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The following pages link to Is the approximation rate for European pay-offs in the Black-Scholes model always \(1/\sqrt n\)? (Q2433969):
Displaying 7 items.
- On the optimal approximation rate of certain stochastic integrals (Q606672) (← links)
- Stochastic moment problem and hedging of generalized Black-Scholes options (Q651087) (← links)
- Interpolation and approximation in \(L_{2}(\gamma )\) (Q868825) (← links)
- Approximating payoffs and pricing formulas (Q1583152) (← links)
- On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space (Q2338911) (← links)
- On an approximation problem for stochastic integrals where random time nets do not help (Q2490068) (← links)
- A European option general first-order error formula (Q2865142) (← links)
