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• W2951854295 abstract "This overview article concerns the notion of fractional smoothness of random variables of the form g(X T ), where X=(X t ) t∈[0,T] is a certain diffusion process. We review the connection to the real interpolation theory, give examples and applications of this concept. The applications in stochastic finance mainly concern the analysis of discrete-time hedging errors. We close the review by indicating some further developments." @default.
• W2951854295 created "2019-06-27" @default.
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• W2951854295 date "2011-01-01" @default.
• W2951854295 modified "2023-10-18" @default.
• W2951854295 title "Fractional Smoothness and Applications in Finance" @default.
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• W2951854295 doi "https://doi.org/10.1007/978-3-642-18412-3_12" @default.
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