A correction note to ``Discrete time hedging errors for options with irregular payoffs'' (Q468422): Difference between revisions

@@ Property / cites work @@
+On approximation of a class of stochastic integrals and interpolation
+Normal rank
@@ Property / cites work @@
+Interpolation and approximation in \(L_{2}(\gamma )\)
+Normal rank
@@ Property / cites work @@
+Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces
+Normal rank
@@ Property / cites work @@
+Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition
+Normal rank
@@ Property / cites work @@
+\(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions
+Normal rank
@@ Property / cites work @@
+Discrete time hedging errors for options with irregular payoffs
+Normal rank
@@ Property / cites work @@
+Smooth Transition Densities for One-Dimensional Diffusions
+Normal rank