Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space (Q2036670)
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| Language | Label | Description | Also known as |
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| English | Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space |
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Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space (English)
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30 June 2021
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Föllmer-Schweizer decomposition
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simultaneous perturbations of the drift and volatility
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asymptotic analysis
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stability
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