Efficient discretization of stochastic integrals (Q471177)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Efficient discretization of stochastic integrals
scientific article

    Statements

    Efficient discretization of stochastic integrals (English)
    0 references
    0 references
    14 November 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Itō integral
    0 references
    Riemann sum
    0 references
    kurtosis
    0 references
    skewness
    0 references
    asymptotic efficiency
    0 references
    discrete hedging
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references