Mats Brodén

Available identifiers

zbMath Open broden.matsWikidataQ102367731 ScholiaQ102367731MaRDI QIDQ1023618

List of research outcomes

Publication	Date of Publication	Type
TRACKING ERRORS FROM DISCRETE HEDGING IN EXPONENTIAL LÉVY MODELS	2011-11-22	Paper
On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case	2011-02-10	Paper
Convergence of an Adaptive Approximation Scheme for the Wiener Process	2010-02-02	Paper
Sequential calibration of options	2009-06-12	Paper
Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy	N/A	Paper

Research outcomes over time

This page was built for person: Mats Brodén