Results 271 to 280 of about 471,382 (283)

Optimal trade execution: A mean quadratic variation approach

Journal of Economic Dynamics and Control, 2012
Peter A Forsyth
exaly  

Quadratic variation of the local time of a random walk

Statistics and Probability Letters, 1993
Antonia Foldes, Pal Révész
exaly  

Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations

Stochastics, 2019
Rafał M Łochowski
exaly  

Quadratic Quantum Variational Monte Carlo

Advances in Neural Information Processing Systems 37
Baiyu Su, Qiang Liu
openaire   +2 more sources

ON THE STATISTICAL INDEPENTDENCE OF QUADRATIC FORMS IN NORMAL VARIATES

Biometrika, 1950
openaire   +3 more sources

The strong law of large numbers for martingales with deterministic quadratic variation

Stochastic and Stochastics Reports, 1993
Peter Spreij
exaly  

Convex Order of Discrete, Continuous, and Predictable Quadratic Variation and Applications to Options on Variance

SIAM Journal on Financial Mathematics, 2014
Martin Keller-Ressel
exaly  

A Central Limit Theorem for the Generalized Quadratic Variation of the Step Fractional Brownian Motion

Statistical Inference for Stochastic Processes, 2007
Pierre Bertrand
exaly  

The quadratic variation of random processes

Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1971
openaire   +2 more sources

Local Time for Two-Parameter Continuous Martingales with Respect to the Quadratic Variation

Annals of Probability, 1988
exaly