Pages that link to "Item:Q4409046"
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The following pages link to Analysis of Error with Malliavin Calculus: Application to Hedging (Q4409046):
Displayed 11 items.
- On the optimal approximation rate of certain stochastic integrals (Q606672) (← links)
- Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate (Q763624) (← links)
- Numerical error for SDE: Asymptotic expansion and hyperdistributions (Q1408179) (← links)
- Higher-order error estimates of the discrete-time Clark-Ocone formula (Q2100007) (← links)
- A discrete-time Clark-Ocone formula and its application to an error analysis (Q2412512) (← links)
- Discrete approximation of finite-horizon American-style options (Q2466765) (← links)
- A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY (Q4906531) (← links)
- <i>L</i><sup>2</sup>-convergence rate for the discretization error of functions of Lévy process (Q5086496) (← links)
- On Suboptimality of Delta Hedging for Asian Options (Q5258450) (← links)