Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces (Q605878): Difference between revisions

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+.1439
@@ Property / arXiv ID: 0711.1439 / rank @@
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+On irregular functionals of SDEs and the Euler scheme
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+Q5560061
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+When and how an error yields a Dirichlet form
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+Mean square error for the Leland-Lott hedging strategy: convex pay-offs
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+On approximation of a class of stochastic integrals and interpolation
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+On an approximation problem for stochastic integrals where random time nets do not help
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+Quantitative approximation of certain stochastic integrals
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+Weighted BMO and discrete time hedging within the Black-Scholes model
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+Interpolation and approximation in \(L_{2}(\gamma )\)
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+Discrete time hedging errors for options with irregular payoffs
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+MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES
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+EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH
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+Lipschitz functions and fractional Sobolev spaces
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+Asymptotic error distributions for the Euler method for stochastic differential equations
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+Q4778955
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+ANOVA for diffusions and Itō processes
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+Weak convergence of financial markets.
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+Limit distributions for the error in approximations of stochastic integrals
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+Asymptotic analysis of hedging errors in models with jumps
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+Fractional order Sobolev spaces on Wiener space
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+W3105105292
@@ Property / OpenAlex ID: W3105105292 / rank @@
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