References

No references inside the corpus for this window.

Cited by

• 2001Discrete time hedging errors for options with irregular payoffs72 cited
• 2008Inference for volatility-type objects and implications for hedging54 cited
• 2002Quantitative approximation of certain stochastic integrals53 cited
• 2010Realized volatility with stochastic sampling49 cited
• 2004Weighted BMO and discrete time hedging within the Black-Scholes model46 cited
• 2010A Gaussian calculus for inference from high frequency data44 cited
• 2017Assessment of Uncertainty in High Frequency Data: The Observed Asymptotic Variance42 cited
• 2008Asymptotic analysis of hedging errors in models with jumps41 cited
• 2009Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces39 cited
• 2005Representation formulas for Malliavin derivatives of diffusion processes35 cited
• 2011Discretization error of stochastic integrals32 cited
• 2016Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price30 cited
• 2013An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility28 cited