Pages that link to "Item:Q471177"
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The following pages link to Efficient discretization of stochastic integrals (Q471177):
Displaying 8 items.
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- A scaling limit for utility indifference prices in the discretised Bachelier model (Q2120544) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space (Q2338911) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- Optimal Discretization of Hedging Strategies with Directional Views (Q2797752) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
