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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
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author
and
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
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}},
}