Pages that link to "Item:Q5086427"
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The following pages link to Model-adaptive optimal discretization of stochastic integrals (Q5086427):
Displaying 4 items.
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← links)
- Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing (Q3068183) (← links)
- When to efficiently rebalance a portfolio (Q6657698) (← links)