The following pages link to Mats Brodén (Q1023618):
Displayed 4 items.
- Sequential calibration of options (Q1023619) (← links)
- On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case (Q3074985) (← links)
- TRACKING ERRORS FROM DISCRETE HEDGING IN EXPONENTIAL LÉVY MODELS (Q3100991) (← links)
- Convergence of an Adaptive Approximation Scheme for the Wiener Process (Q6217463) (← links)