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Fast Simultaneous Calibration and Quadratic Hedging under Parameter Uncertainty

Wiktorsson, Magnus LU and Lindström, Erik LU (2014) 8th World Congress of the Bachelier Finance Society
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author
organization
publishing date
type
Contribution to conference
publication status
published
subject
conference name
8th World Congress of the Bachelier Finance Society
language
English
LU publication?
yes
id
644fa027-b118-4dd1-80b6-af6ac7759c9f (old id 4778878)
alternative location
http://www.bacheliercongress.com/2014/abstracts/all/1084.html
date added to LUP
2015-12-01 16:35:15
date last changed
2016-04-16 11:01:29
@misc{644fa027-b118-4dd1-80b6-af6ac7759c9f,
  author       = {Wiktorsson, Magnus and Lindström, Erik},
  language     = {eng},
  title        = {Fast Simultaneous Calibration and Quadratic Hedging under Parameter Uncertainty},
  year         = {2014},
}