Efficient discretization of stochastic integrals

Finance and Stochastics

Volumn 18, Issue 1, 2014, Pages 175-208

  Fukasawa, Masaaki ^a,b  

^a OSAKA UNIVERSITY   (Japan)

^b JAPAN SCIENCE AND TECHNOLOGY AGENCY   (Japan)

Author keywords

Asymptotic efficiency; Discrete hedging; It integral; Kurtosis; Riemann sum; Skewness

Indexed keywords

EID: 84890998086     PISSN: 09492984     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00780-013-0215-6     Document Type: Article

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