Pages that link to "Item:Q1137320"
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The following pages link to Limit distributions for the error in approximations of stochastic integrals (Q1137320):
Displayed 20 items.
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- A Gaussian calculus for inference from high frequency data (Q470517) (← links)
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces (Q605878) (← links)
- Discretization error of stochastic integrals (Q640062) (← links)
- When and how an error yields a Dirichlet form (Q860788) (← links)
- Realized volatility with stochastic sampling (Q981001) (← links)
- Asymptotic analysis of hedging errors in models with jumps (Q1019621) (← links)
- Weighted BMO and discrete time hedging within the Black-Scholes model (Q1775518) (← links)
- Error distributions for random grid approximations of multidimensional stochastic integrals (Q1948705) (← links)
- An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (Q2447642) (← links)
- On error operators related to the arbitrary functions principle (Q2460022) (← links)
- An extension to the Wiener space of the arbitrary functions principle (Q2504719) (← links)
- Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach (Q2642802) (← links)
- Asymptotically Efficient Discrete Hedging (Q2909990) (← links)
- The Double Gaussian Approximation for High Frequency Data (Q2911663) (← links)
- Convergence at First and Second Order of Some Approximations of Stochastic Integrals (Q3086802) (← links)
- REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- Analysis of Error with Malliavin Calculus: Application to Hedging (Q4409046) (← links)