Pages that link to "Item:Q2490068"
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The following pages link to On an approximation problem for stochastic integrals where random time nets do not help (Q2490068):
Displaying 12 items.
- Efficient discretization of stochastic integrals (Q471177) (← 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)
- 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)
- Interpolation and approximation in \(L_{2}(\gamma )\) (Q868825) (← links)
- Asymptotic analysis of hedging errors in models with jumps (Q1019621) (← 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)
- TRACKING ERRORS FROM DISCRETE HEDGING IN EXPONENTIAL LÉVY MODELS (Q3100991) (← links)
- Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion (Q5086430) (← links)
