Pages that link to "Item:Q3580033"
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The following pages link to On the Microstructural Hedging Error (Q3580033):
Displaying 5 items.
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) (← links)
- Optimal Discretization of Hedging Strategies with Directional Views (Q2797752) (← links)
- REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
- On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024) (← links)
