Pages that link to "Item:Q640062"

The following pages link to Discretization error of stochastic integrals (Q640062):

Displaying 14 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)
• Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← links)
• Error distributions for random grid approximations of multidimensional stochastic integrals (Q1948705) (← links)
• Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion (Q2084843) (← links)
• A scaling limit for utility indifference prices in the discretised Bachelier model (Q2120544) (← links)
• Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
• On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space (Q2338911) (← links)
• Discretization error of irregular sampling approximations of stochastic integrals (Q2362940) (← links)
• Almost sure optimal hedging strategy (Q2511561) (← links)
• Optimal Discretization of Hedging Strategies with Directional Views (Q2797752) (← links)
• The asymptotic expansion of the regular discretization error of Itô integrals (Q6054137) (← links)
• Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics (Q6054436) (← links)