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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+https://doi.org/10.1007/s00780-014-0226-y
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@@ Property / OpenAlex ID @@
+W2095127052
@@ Property / OpenAlex ID: W2095127052 / rank @@
+Normal rank
@@ Property / cites work @@
+On approximation of a class of stochastic integrals and interpolation
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@@ Property / cites work @@
+Interpolation and approximation in \(L_{2}(\gamma )\)
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@@ Property / cites work @@
+Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces
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@@ Property / cites work @@
+Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition
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@@ Property / cites work @@
+\(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions
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@@ Property / cites work @@
+Discrete time hedging errors for options with irregular payoffs
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@@ Property / cites work @@
+Smooth Transition Densities for One-Dimensional Diffusions
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