Discretization error of irregular sampling approximations of stochastic integrals (Q2362940)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6746130
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
14 July 2017
0 references
Euler scheme
0 references
irregular sampling
0 references
stochastic integral
0 references
weak convergence
0 references
hedging error
0 references
0 references
0 references
0 references
0 references
0.95420676
0 references
0.91934824
0 references
0.9047188
0 references
0.9012893
0 references
0.89252067
0 references
0.8880593
0 references
0.88705695
0 references
