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Hedging errors induced by discrete trading under an adaptive trading strategy

Brodén, Mats LU and Wiktorsson, Magnus LU (2008) Fifth World Congress Bachelier Finance Society
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to conference
publication status
published
subject
keywords
rate of convergence, Discrete time hedging, hedging error, triangular distribution
conference name
Fifth World Congress Bachelier Finance Society
language
English
LU publication?
yes
id
265d251b-9e15-4f05-8cd8-eb48e637443f (old id 1536091)
date added to LUP
2010-01-29 12:43:44
date last changed
2016-04-16 11:31:44
@misc{265d251b-9e15-4f05-8cd8-eb48e637443f,
  author       = {Brodén, Mats and Wiktorsson, Magnus},
  keyword      = {rate of convergence,Discrete time hedging,hedging error,triangular distribution},
  language     = {eng},
  title        = {Hedging errors induced by discrete trading under an adaptive trading strategy},
  year         = {2008},
}