Pages that link to "Item:Q471177"

The following pages link to Efficient discretization of stochastic integrals (Q471177):

Displaying 15 items.

• Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← links)
• Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
• A scaling limit for utility indifference prices in the discretised Bachelier model (Q2120544) (← 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)
• Discretization error of irregular sampling approximations of stochastic integrals (Q2362940) (← links)
• Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860) (← links)
• Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
• Optimal discretization of hedging strategies with directional views (Q2797752) (← links)
• (Q3363514) (← links)
• Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
• The optimal discretization of stochastic differential equations (Q5938583) (← links)
• Approximation of stochastic integrals with jumps via weighted BMO approach (Q6620078) (← links)
• When to efficiently rebalance a portfolio (Q6657698) (← links)