Fractional Smoothness and Applications in Finance
type: Item
instance of: scholarly article
title: Fractional Smoothness and Applications in Finance
zbMATH Open document ID: 1236.91132
DOI: 10.1007/978-3-642-18412-3_12
author: Stefan Geiss
author: Emmanuel Gobet
published in: Advanced Mathematical Methods for Finance
publication date: 2011-08-08T00:00:00Z
full work available at URL: https://arxiv.org/abs/1004.3577
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 41A25
Mathematics Subject Classification ID: 46B70
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 5936953
zbMATH Keywords: fractional smoothness
zbMATH Keywords: discrete time hedging
zbMATH Keywords: interpolation
MaRDI profile type: Publication
OpenAlex ID: W2951854295
arXiv ID: 1004.3577
description: scientific article; zbMATH DE number 5936953