Pages that link to "Item:Q363864"
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The following pages link to Weak approximations for Wiener functionals (Q363864):
Displaying 10 items.
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- A weak version of path-dependent functional Itô calculus (Q1621446) (← links)
- Discretizing Malliavin calculus (Q1639664) (← links)
- Weak differentiability of Wiener functionals and occupation times (Q1990962) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems. II (Q2218844) (← links)
- Trading strategies generated pathwise by functions of market weights (Q2308179) (← links)
- A note on the sharp \(L^p\)-convergence rate of upcrossings to the Brownian local time (Q2348328) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems: Part I (Q5205938) (← links)
- Stability results for martingale representations: The general case (Q5240180) (← links)
- Weak approximation of martingale representations (Q5962610) (← links)
