Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Convergence rate for the hedging error of a path-dependent example   We consider a Brownian functional $F=g\bigl(\int_0^T \eta(s) dW_s\bigr)$ with
$g \in L_2(\gamma)$ and a singular deterministic $\eta$. We deduce the
$L_2$-convergence rate for the approximation $F^{(n)} = E F + \int_0^T
\phi^{(n)}(s) dW_s$ for a class of piecewise constant predictable integrands
$\phi^{(n)}$ from the fractional smoothness of $g$ quantified by Besov spaces
and the rate of singularity of $\eta$.

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The categories of this paper are: q-alg
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The categories of this paper are: ao-sci
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The categories of this paper are: astro-ph
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The categories of this paper are: hep-th
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The categories of this paper are: stat
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The categories of this paper are: chem-ph
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The categories of this paper are: econ
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The categories of this paper are: plasm-ph
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The categories of this paper are: funct-an
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The categories of this paper are: q-bio
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The categories of this paper are: acc-phys
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The categories of this paper are: hep-lat
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The categories of this paper are: nlin
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The categories of this paper are: nucl-th
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The categories of this paper are: hep-ex
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The categories of this paper are: q-fin