Pages that link to "Item:Q2454402"
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The following pages link to Asymptotically optimal discretization of hedging strategies with jumps (Q2454402):
Displaying 13 items.
- Estimation of the activity of jumps in time-changed Lévy models (Q391841) (← links)
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
- Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- Optimal liquidity provision (Q2348293) (← links)
- Almost sure optimal hedging strategy (Q2511561) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- Optimal Discretization of Hedging Strategies with Directional Views (Q2797752) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
- Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
- Approximation of stochastic integrals with jumps via weighted BMO approach (Q6620078) (← links)
