Pages that link to "Item:Q4821628"
From MaRDI portal
The following pages link to On approximation of a class of stochastic integrals and interpolation (Q4821628):
Displayed 22 items.
- A note on Malliavin fractional smoothness for Lévy processes and approximation (Q372808) (← links)
- Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition (Q424522) (← links)
- A correction note to ``Discrete time hedging errors for options with irregular payoffs'' (Q468422) (← 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)
- Equivalence of \(K\)- and \(J\)-methods for limiting real interpolation spaces (Q647634) (← links)
- Stochastic moment problem and hedging of generalized Black-Scholes options (Q651087) (← links)
- Interpolation and approximation in \(L_{2}(\gamma )\) (Q868825) (← links)
- \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions (Q981015) (← links)
- Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space (Q2338911) (← links)
- A discrete-time Clark-Ocone formula and its application to an error analysis (Q2412512) (← links)
- On an approximation problem for stochastic integrals where random time nets do not help (Q2490068) (← links)
- Almost sure optimal hedging strategy (Q2511561) (← links)
- A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301) (← links)
- THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY (Q4906531) (← links)
- Model-adaptive optimal discretization of stochastic integrals (Q5086427) (← links)
- <i>L</i><sup>2</sup>-convergence rate for the discretization error of functions of Lévy process (Q5086496) (← links)
- Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)