Pages that link to "Item:Q1775518"
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The following pages link to Weighted BMO and discrete time hedging within the Black-Scholes model (Q1775518):
Displaying 13 items.
- Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces (Q605878) (← links)
- Stochastic moment problem and hedging of generalized Black-Scholes options (Q651087) (← links)
- Interpolation and approximation in \(L_{2}(\gamma )\) (Q868825) (← links)
- Sharp maximal estimates for BMO martingales (Q902244) (← links)
- Super-replication with fixed transaction costs (Q1737955) (← links)
- A scaling limit for utility indifference prices in the discretised Bachelier model (Q2120544) (← links)
- Weighted bounded mean oscillation applied to backward stochastic differential equations (Q2175336) (← links)
- Sharp Lorentz-norm estimates for BMO martingales (Q2244510) (← links)
- On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space (Q2338911) (← links)
- On an approximation problem for stochastic integrals where random time nets do not help (Q2490068) (← links)
- Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
- Maximal inequalities and some applications (Q6158179) (← links)
- Approximation of stochastic integrals with jumps via weighted BMO approach (Q6620078) (← links)
