Mats Brodén
From MaRDI portal
Person:1023618
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 |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Mats Brodén