Pages that link to "Item:Q1137320"
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The following pages link to Limit distributions for the error in approximations of stochastic integrals (Q1137320):
Displayed 37 items.
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- A Gaussian calculus for inference from high frequency data (Q470517) (← links)
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
- Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces (Q605878) (← links)
- Discretization error of stochastic integrals (Q640062) (← links)
- On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
- Estimating covariation: Epps effect, microstructure noise (Q737259) (← links)
- When and how an error yields a Dirichlet form (Q860788) (← links)
- Realized volatility with stochastic sampling (Q981001) (← links)
- Asymptotic analysis of hedging errors in models with jumps (Q1019621) (← links)
- Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← links)
- The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times (Q1739634) (← links)
- Weighted BMO and discrete time hedging within the Black-Scholes model (Q1775518) (← 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)
- Long versus short time scales: the rough dilemma and beyond (Q2145699) (← links)
- Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589) (← links)
- Discretization error of irregular sampling approximations of stochastic integrals (Q2362940) (← 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)
- On error operators related to the arbitrary functions principle (Q2460022) (← links)
- An extension to the Wiener space of the arbitrary functions principle (Q2504719) (← links)
- Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach (Q2642802) (← links)
- Optimal Discretization of Hedging Strategies with Directional Views (Q2797752) (← links)
- Asymptotically Efficient Discrete Hedging (Q2909990) (← links)
- The Double Gaussian Approximation for High Frequency Data (Q2911663) (← links)
- Convergence at First and Second Order of Some Approximations of Stochastic Integrals (Q3086802) (← links)
- REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- Analysis of Error with Malliavin Calculus: Application to Hedging (Q4409046) (← links)
- Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion (Q5086430) (← links)
- The asymptotic expansion of the regular discretization error of Itô integrals (Q6054137) (← links)
- The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis (Q6107313) (← links)
- A central limit theorem for some generalized martingale arrays (Q6138088) (← links)
- Least absolute deviation estimation for AR(1) processes with roots close to unity (Q6175878) (← links)