Efficient discretization of stochastic integrals (Q471177)
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scientific article; zbMATH DE number 6369503
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Efficient discretization of stochastic integrals |
scientific article; zbMATH DE number 6369503 |
Statements
Efficient discretization of stochastic integrals (English)
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14 November 2014
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Itō integral
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Riemann sum
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kurtosis
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skewness
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asymptotic efficiency
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discrete hedging
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0.9215129
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0.9136491
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0.90865237
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0.90570647
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0.9021251
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0.9016095
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0.90082455
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