Discretization error of irregular sampling approximations of stochastic integrals (Q2362940)
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scientific article; zbMATH DE number 6746130
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| English | Discretization error of irregular sampling approximations of stochastic integrals |
scientific article; zbMATH DE number 6746130 |
Statements
Discretization error of irregular sampling approximations of stochastic integrals (English)
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14 July 2017
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Euler scheme
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irregular sampling
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stochastic integral
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weak convergence
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hedging error
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0.95420676
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0.91934824
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0.9047188
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0.9012893
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0.89252067
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0.8880593
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0.88705695
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