Approximation of stochastic integrals with jumps via weighted BMO approach

Processes with independent increments; Lévy processes (60G51) Generalizations of martingales (60G48) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

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