List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Tracking errors from discrete hedging in exponential Lévy models International Journal of Theoretical and Applied Finance | 2011-11-22 | Paper |
| On the convergence of higher order hedging schemes: the delta-gamma case SIAM Journal on Financial Mathematics | 2011-02-10 | Paper |
| Convergence of an Adaptive Approximation Scheme for the Wiener Process | 2010-02-02 | Paper |
| Sequential calibration of options Computational Statistics and Data Analysis | 2009-06-12 | Paper |
| Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
This page was built for person: Mats Brodén
