Pages that link to "Item:Q2909990"
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The following pages link to Asymptotically Efficient Discrete Hedging (Q2909990):
Displaying 9 items.
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space (Q2338911) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- Asymptotically optimal discretization of hedging strategies with jumps (Q2454402) (← links)
- Almost sure optimal hedging strategy (Q2511561) (← links)
- Optimal Discretization of Hedging Strategies with Directional Views (Q2797752) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
