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Search: subject:"Fractional smoothness"
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Fractional smoothness
2
Backward stochastic differential equation
1
Besov spaces
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Discrete time hedging
1
Interpolation
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Lp-variation
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Geiss, Stefan
2
Gobet, Emmanuel
2
Geiss, Christel
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Stochastic Processes and their Applications
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Fractional
smoothness
and applications in Finance
Geiss, Stefan
;
Gobet, Emmanuel
-
HAL
-
2011
This overview article concerns the notion of
fractional
smoothness
of random variables of the form $g(X_T)$, where $X …
Persistent link: https://www.econbiz.de/10008790635
Saved in:
2
Generalized
fractional
smoothness
and Lp-variation of BSDEs with non-Lipschitz terminal condition
Geiss, Christel
;
Geiss, Stefan
;
Gobet, Emmanuel
- In:
Stochastic Processes and their Applications
122
(
2012
)
5
,
pp. 2078-2116
-dependent terminal condition to a generalized notion of
fractional
smoothness
. This concept of
fractional
smoothness
takes into account …
Persistent link: https://www.econbiz.de/10011064893
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