Pages that link to "Item:Q4799382"

The following pages link to Quantitative approximation of certain stochastic integrals (Q4799382):

Displaying 32 items.

• A note on Malliavin fractional smoothness for Lévy processes and approximation (Q372808) (← links)
• On strong causal binomial approximation for stochastic processes (Q478653) (← links)
• Deterministic quadrature formulas for SDEs based on simplified weak Itô-Taylor steps (Q515988) (← links)
• Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces (Q605878) (← links)
• On the optimal approximation rate of certain stochastic integrals (Q606672) (← links)
• Mean square error for the Leland-Lott hedging strategy: convex pay-offs (Q650775) (← links)
• Stochastic moment problem and hedging of generalized Black-Scholes options (Q651087) (← links)
• On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
• Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate (Q763624) (← links)
• Interpolation and approximation in \(L_{2}(\gamma )\) (Q868825) (← links)
• Asymptotic analysis of hedging errors in models with jumps (Q1019621) (← links)
• Quasi-integrals and stochastic integration along sample paths (Q1273368) (← links)
• Approximating random variables by stochastic integrals (Q1345608) (← links)
• Weighted BMO and discrete time hedging within the Black-Scholes model (Q1775518) (← links)
• Higher-order error estimates of the discrete-time Clark-Ocone formula (Q2100007) (← links)
• A scaling limit for utility indifference prices in the discretised Bachelier model (Q2120544) (← links)
• Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589) (← links)
• On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space (Q2338911) (← links)
• Is the approximation rate for European pay-offs in the Black-Scholes model always \(1/\sqrt n\)? (Q2433969) (← links)
• On an approximation problem for stochastic integrals where random time nets do not help (Q2490068) (← links)
• Optimal discretization of hedging strategies with directional views (Q2797752) (← links)
• Asymptotically Efficient Discrete Hedging (Q2909990) (← links)
• TRACKING ERRORS FROM DISCRETE HEDGING IN EXPONENTIAL LÉVY MODELS (Q3100991) (← links)
• (Q3158925) (← links)
• EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
• (Q3538895) (← links)
• (Q3984454) (← links)
• On approximation of a class of stochastic integrals and interpolation (Q4821628) (← links)
• THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY (Q4906531) (← links)
• Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion (Q5086430) (← links)
• Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
• Approximation of stochastic integrals with jumps via weighted BMO approach (Q6620078) (← links)