Mats Brodén (Former)
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- 2011
-
Mark
On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case
(
- Contribution to journal › Article
- 2010
-
Mark
Asymptotic Analysis of Hedging Errors Induced by Discrete Time Hedging
(
- Thesis › Doctoral thesis (compilation)
- 2008
-
Mark
On the convergence of discrete time hedging schemes
2008)(
- Thesis › Licentiate thesis
-
Mark
Sequential Calibration of Options
(
- Contribution to journal › Article
-
Mark
Hedging errors induced by discrete trading under an adaptive trading strategy
2008) Fifth World Congress Bachelier Finance Society(
- Contribution to conference › Abstract
- 2006
-
Mark
Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation
2006) Forth World Congress Bachelier Finance Society(
- Contribution to conference › Abstract
-
Mark
Calibration of Option Valuation Models using Sequential Monte Carlo Methods
2006) 13th International Conference on Forecasting Financial Markets(
- Contribution to conference › Paper, not in proceeding