Motivated from option and derivative pricing, this note develops Edgeworth expansions both in the Kolmogorov and Wasserstein metric for many different types of discrete time volatility models and their possible transformations. This includes, among others, H\"{o}lder-type functions of (augmented) Garch processes of any order, iterated random functions or Volterra-processes.

翻译：本说明以选择和衍生物定价为动力,在科尔莫戈罗夫和瓦瑟斯泰因标准中为许多不同类型的离散时间波动模型及其可能的变异开发了Edgeworth的扩展。除其他外,这包括任何顺序的(增强的)Garch工艺的H\"{o}lder型功能、迭代随机函数或Volterra工艺。