Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Stability and asymptotic analysis of the F\"ollmer-Schweizer
  decomposition on a finite probability space   First, we consider the problem of hedging in complete binomial models. Using
the discrete-time F\"ollmer-Schweizer decomposition, we demonstrate the
equivalence of the backward induction and sequential regression approaches.
Second, in incomplete trinomial models, we examine the extension of the
sequential regression approach for approximation of contingent claims. Then, on
a finite probability space, we investigate stability of the discrete-time
F\"ollmer-Schweizer decomposition with respect to perturbations of the stock
price dynamics and, finally, perform its asymptotic analysis under simultaneous
perturbations of the drift and volatility of the underlying discounted stock
price process, where we prove stability and obtain explicit formulas for the
leading order correction terms.

29
The categories of this paper are: funct-an
19
The categories of this paper are: eess
32
The categories of this paper are: atom-ph
23
The categories of this paper are: solv-int
27
The categories of this paper are: comp-gas
3
The categories of this paper are: physics
24
The categories of this paper are: dg-ga
12
The categories of this paper are: nucl-th
6
The categories of this paper are: astro-ph
2
The categories of this paper are: math
21
The categories of this paper are: adap-org
28
The categories of this paper are: alg-geom
22
The categories of this paper are: chao-dyn
34
The categories of this paper are: chem-ph
9
The categories of this paper are: nlin
11
The categories of this paper are: hep-lat