Discretization error of irregular sampling approximations of stochastic integrals (Q2362940)
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scientific article
| Language | Label | Description | Also known as |
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| English | Discretization error of irregular sampling approximations of stochastic integrals |
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Discretization error of irregular sampling approximations of stochastic integrals (English)
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14 July 2017
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Euler scheme
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irregular sampling
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stochastic integral
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weak convergence
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hedging error
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