Pages that link to "Item:Q1019621"

The following pages link to Asymptotic analysis of hedging errors in models with jumps (Q1019621):

Displaying 30 items.

• A note on Malliavin fractional smoothness for Lévy processes and approximation (Q372808) (← links)
• Efficient discretization of stochastic integrals (Q471177) (← links)
• Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213) (← links)
• Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces (Q605878) (← links)
• On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
• The equivalence of dynamic and static asset allocations under the uncertainty caused by Poisson processes (Q1729811) (← links)
• Error distributions for random grid approximations of multidimensional stochastic integrals (Q1948705) (← links)
• Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1 (Q2032212) (← links)
• Learning generative neural networks with physics knowledge (Q2146912) (← links)
• Data-driven inference for stationary jump-diffusion processes with application to membrane voltage fluctuations in pyramidal neurons (Q2179530) (← links)
• Computing credit valuation adjustment solving coupled PIDEs in the Bates model (Q2221460) (← links)
• Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee (Q2276216) (← links)
• Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589) (← links)
• Asymptotically optimal discretization of hedging strategies with jumps (Q2454402) (← links)
• A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784) (← links)
• Option pricing with Legendre polynomials (Q2628349) (← links)
• Optimal Discretization of Hedging Strategies with Directional Views (Q2797752) (← links)
• An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539) (← links)
• Asymptotically Efficient Discrete Hedging (Q2909990) (← links)
• TRACKING ERRORS FROM DISCRETE HEDGING IN EXPONENTIAL LÉVY MODELS (Q3100991) (← links)
• A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (Q4586030) (← links)
• Evaluating discrete dynamic strategies in affine models (Q4683013) (← links)
• Exponential ergodicity for diffusions with jumps driven by a Hawkes process (Q4989959) (← links)
• Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
• Isogeometric analysis in option pricing (Q5031706) (← links)
• Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion (Q5086430) (← links)
• Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
• (Q5168842) (← links)
• On Suboptimality of Delta Hedging for Asian Options (Q5258450) (← links)
• Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation (Q5372053) (← links)