References

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• 2011Discretization of Processes486 cited
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• 2011PDE and Martingale Methods in Option Pricing278 cited
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• 2000When is time continuous?130 cited
• 2005EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH85 cited
• 2001Discrete time hedging errors for options with irregular payoffs72 cited
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• 2004On approximation of a class of stochastic integrals and interpolation46 cited
• 2002Hypoelliptic non-homogeneous diffusions42 cited
• 2012Generalized fractional smoothness and Lp -variation of BSDEs with non-Lipschitz terminal condition