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Efficient discretization of stochastic integrals
Fukasawa, Masaaki
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 175-208
Persistent link: https://www.econbiz.de/10010235454
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2
The microstructural foundations of leverage effect and rough volatility
El Euch, Omar
;
Fukasawa, Masaaki
;
Rosenbaum, Mathieu
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 241-280
Persistent link: https://www.econbiz.de/10011945670
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3
Perfect hedging under endogenous permanent market impacts
Fukasawa, Masaaki
;
Stadje, Mitja
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 417-442
Persistent link: https://www.econbiz.de/10011945800
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