Pages that link to "Item:Q2909990"
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The following pages link to Asymptotically Efficient Discrete Hedging (Q2909990):
Displaying 15 items.
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space (Q2338911) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- Asymptotically optimal discretization of hedging strategies with jumps (Q2454402) (← links)
- Almost sure optimal hedging strategy (Q2511561) (← links)
- Optimal discretization of hedging strategies with directional views (Q2797752) (← links)
- Optimal hedging strategies on asymmetric functions (Q3400022) (← links)
- Learning minimum variance discrete hedging directly from the market (Q4554484) (← links)
- Efficient Hedging When Asset Prices Follow A Geometric Poisson Process With Unknown Intensities (Q4652577) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
- An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market (Q5439044) (← links)
- Approximation of stochastic integrals with jumps via weighted BMO approach (Q6620078) (← links)
- When to efficiently rebalance a portfolio (Q6657698) (← links)
