The asymptotic expansion of the regular discretization error of Itô integrals (Q6054137)
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scientific article; zbMATH DE number 7742860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic expansion of the regular discretization error of Itô integrals |
scientific article; zbMATH DE number 7742860 |
Statements
The asymptotic expansion of the regular discretization error of Itô integrals (English)
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27 September 2023
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central limit theorems
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discretization error
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hedging error
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Itô integral
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Malliavin calculus
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variance swaps
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