Stochastic moment problem and hedging of generalized Black-Scholes options (Q651087): Difference between revisions

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+A new estimating function for discretely sampled diffusions
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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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+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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+Q5653395
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+Discrete time hedging errors for options with irregular payoffs
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+Is the approximation rate for European pay-offs in the Black-Scholes model always \(1/\sqrt n\)?
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+Q3992729
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+Q5585820
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+Q3996259
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+A New Representation for Stochastic Integrals and Equations
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