Stability and asymptotic analysis of the Föllmer–Schweizer decomposition on a finite probability space

Boese, Sarah and Cui, Tracy and Johnston, Samuel and Vega-Molino, Sylvie and Mos, 2020

@Stability_and_a_Boese_2020
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author: Boese, Sarah and Cui, Tracy and Johnston, Samuel and Vega-Molino, Sylvie and Mostovyi, Oleksii author_list: - affiliation: [] family: Boese given: Sarah - affiliation: [] family: Cui given: Tracy - affiliation: [] family: Johnston given: Samuel - affiliation: [] family: Vega-Molino given: Sylvie - affiliation: [] family: Mostovyi given: Oleksii citations: - doi: 10.1214/105051606000000259 - doi: 10.1214/105051606000000529 - doi: 10.1214/aop/1176988281 - doi: 10.1016/j.spa.2020.01.003 - doi: 10.1214/aop/1176988611 - doi: 10.1287/moor.20.1.1 doc_url: https://msp.org/involve/2020/13-4/involve-v13-n4-p06-s.pdf doi: 10.2140/involve.2020.13.607 files: - involve-v13-n4-p06-s.pdf issue: '4' journal: Involve, a Journal of Mathematics language: en month: 11 pages: 607--623 papis_id: 2511f87ddcf1ac61e42e675ff514bf57 publisher: Mathematical Sciences Publishers ref: Stability_and_a_Boese_2020 time-added: 2026-08-19-22:25:05 title: 'Stability and asymptotic analysis of the Föllmer–Schweizer decomposition on a finite probability space' type: article url: https://doi.org/10.2140/involve.2020.13.607 volume: '13' year: 2020

@article{Stability_and_a_Boese_2020, author = {Boese, Sarah and Cui, Tracy and Johnston, Samuel and Vega-Molino, Sylvie and Mostovyi, Oleksii}, doi = {10.2140/involve.2020.13.607}, issue = {4}, journal = {Involve, a Journal of Mathematics}, language = {en}, month = {11}, pages = {607--623}, publisher = {Mathematical Sciences Publishers}, title = {Stability and asymptotic analysis of the F{\"o}llmer\textendash Schweizer decomposition on a finite probability space}, url = {https://doi.org/10.2140/involve.2020.13.607}, volume = {13}, year = {2020}, }

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