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:
https://lup.lub.lu.se/record/1536091
- author
- Brodén, Mats
LU
and Wiktorsson, Magnus
LU
- organization
- publishing date
- 2008
- 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
- conference location
- London, United Kingdom
- conference dates
- 2008-07-15
- language
- English
- LU publication?
- yes
- id
- 265d251b-9e15-4f05-8cd8-eb48e637443f (old id 1536091)
- date added to LUP
- 2016-04-04 13:40:28
- date last changed
- 2018-11-21 21:15:30
@misc{265d251b-9e15-4f05-8cd8-eb48e637443f,
author = {{Brodén, Mats and Wiktorsson, Magnus}},
keywords = {{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}},
}