Efficient discretization of stochastic integrals (Q471177): Difference between revisions
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Revision as of 14:00, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient discretization of stochastic integrals |
scientific article |
Statements
Efficient discretization of stochastic integrals (English)
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14 November 2014
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Itō integral
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Riemann sum
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kurtosis
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skewness
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asymptotic efficiency
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discrete hedging
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