On the Microstructural Hedging Error (Q3580033): Difference between revisions
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Latest revision as of 23:43, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Microstructural Hedging Error |
scientific article |
Statements
On the Microstructural Hedging Error (English)
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11 August 2010
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continuous-time processes
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limit theorems for martingales
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stable convergence in law
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microstructure noise
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discrete hedging
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endogenous trading times
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