Efficient discretization of stochastic integrals (Q471177)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Efficient discretization of stochastic integrals |
scientific article |
Statements
Efficient discretization of stochastic integrals (English)
0 references
14 November 2014
0 references
Itō integral
0 references
Riemann sum
0 references
kurtosis
0 references
skewness
0 references
asymptotic efficiency
0 references
discrete hedging
0 references
0 references
0 references
0 references