The following pages link to Mats Brodén (Q1023618):
Displaying 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)
- Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy (Q6502703) (← links)
