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20082025
most citedBinomial approximations of shortfall risk for game options

7 citations · 8 across the 5 of their papers we have counts for

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math.PR2023★ 1 cited

Almost sure approximations and laws of iterated logarithm for signatures

Yuri Kifer

We obtain strong invariance principles for normalized multiple iterated sums and integrals of the form $\bbS_N^{(ν)}(t)=N^{-ν/2}\sum_{0\leq k_1<...<k_ν\leq Nt}ξ(k_1)\otimes\cdots\o…