Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space (Q2036670)
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| English | Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space |
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Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space (English)
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30 June 2021
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Föllmer-Schweizer decomposition
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simultaneous perturbations of the drift and volatility
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asymptotic analysis
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stability
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0.7748243808746338
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0.7739258408546448
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0.7694401741027832
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0.7498694062232971
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0.7452213168144226
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