Pages that link to "Item:Q640062"
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The following pages link to Discretization error of stochastic integrals (Q640062):
Displayed 7 items.
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) (← links)
- Error distributions for random grid approximations of multidimensional stochastic integrals (Q1948705) (← links)
- On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space (Q2338911) (← links)
- Almost sure optimal hedging strategy (Q2511561) (← links)
- Optimal Discretization of Hedging Strategies with Directional Views (Q2797752) (← links)