Efficient discretization of stochastic integrals (Q471177): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6369503
@@ Property / zbMATH DE Number: 6369503 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Itō integral
@@ Property / zbMATH Keywords: Itō integral / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Riemann sum
@@ Property / zbMATH Keywords: Riemann sum / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+kurtosis
@@ Property / zbMATH Keywords: kurtosis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+skewness
@@ Property / zbMATH Keywords: skewness / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic efficiency
@@ Property / zbMATH Keywords: asymptotic efficiency / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+discrete hedging
@@ Property / zbMATH Keywords: discrete hedging / rank @@
+Normal rank

Revision as of 16:40, 30 June 2023