Pages that link to "Item:Q605878"

The following pages link to Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces (Q605878):

Displaying 20 items.

• A note on Malliavin fractional smoothness for Lévy processes and approximation (Q372808) (← links)
• Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition (Q424522) (← links)
• A correction note to ``Discrete time hedging errors for options with irregular payoffs'' (Q468422) (← links)
• Efficient discretization of stochastic integrals (Q471177) (← links)
• Discretization error of stochastic integrals (Q640062) (← links)
• Mean square error for the Leland-Lott hedging strategy: convex pay-offs (Q650775) (← links)
• On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
• Asymptotic analysis of hedging errors in models with jumps (Q1019621) (← links)
• Error distributions for random grid approximations of multidimensional stochastic integrals (Q1948705) (← links)
• Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
• Higher-order error estimates of the discrete-time Clark-Ocone formula (Q2100007) (← links)
• A scaling limit for utility indifference prices in the discretised Bachelier model (Q2120544) (← links)
• Malliavin smoothness on the Lévy space with Hölder continuous or \(B V\) functionals (Q2186647) (← links)
• Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589) (← links)
• On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space (Q2338911) (← links)
• A discrete-time Clark-Ocone formula and its application to an error analysis (Q2412512) (← links)
• An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (Q2447642) (← links)
• Almost sure optimal hedging strategy (Q2511561) (← links)
• Optimal Discretization of Hedging Strategies with Directional Views (Q2797752) (← links)
• THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY (Q4906531) (← links)