On discrete time hedging errors in a fractional Black-Scholes model (Q681037): Difference between revisions

@@ Property / DOI @@
-.1007/s11766-017-3160-x
@@ Property / DOI: 10.1007/s11766-017-3160-x / rank @@
-Normal rank
@@ Property / cites work @@
+Q5493536
@@ Property / cites work: Q5493536 / rank @@
+Normal rank
@@ Property / cites work @@
+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
+Normal rank
@@ Property / cites work @@
+Q4925737
@@ Property / cites work: Q4925737 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2725576
@@ Property / cites work: Q2725576 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
@@ Property / cites work @@
+A note on Wick products and the fractional Black-Scholes model
+Normal rank
@@ Property / cites work @@
+Power variation of some integral fractional processes
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion I. Theory
+Normal rank
@@ Property / cites work @@
+On an approximation problem for stochastic integrals where random time nets do not help
+Normal rank
@@ Property / cites work @@
+Quantitative approximation of certain stochastic integrals
+Normal rank
@@ Property / cites work @@
+Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces
+Normal rank
@@ Property / cites work @@
+Discrete time hedging errors for options with irregular payoffs
+Normal rank
@@ Property / cites work @@
+EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH
@@ Property / cites work: EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH / rank @@
+Normal rank
@@ Property / cites work @@
+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
+Normal rank
@@ Property / cites work @@
+Wick calculus for nonlinear Gaussian functionals
@@ Property / cites work: Wick calculus for nonlinear Gaussian functionals / rank @@
+Normal rank
@@ Property / cites work @@
+The Euler scheme for Lévy driven stochastic differential equations: limit theorems.
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank
@@ Property / cites work @@
+Limit distributions for the error in approximations of stochastic integrals
+Normal rank
@@ Property / cites work @@
+Asymptotic analysis of hedging errors in models with jumps
+Normal rank
@@ Property / cites work @@
+Products and transforms of white-noise functionals (in general setting)
+Normal rank
@@ Property / cites work @@
+An inequality of the Hölder type, connected with Stieltjes integration
+Normal rank
@@ Property / DOI @@
+.1007/S11766-017-3160-X
@@ Property / DOI: 10.1007/S11766-017-3160-X / rank @@
+Normal rank