Magnus Wiktorsson

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2014

Fast Simultaneous Calibration and Quadratic Hedging under Parameter Uncertainty
Wiktorsson, M. & Lindström, E., 2014.
Research output: Contribution to conference › Abstract › peer-review
2008

Hedging errors induced by discrete trading under an adaptive trading strategy
Brodén, M. & Wiktorsson, M., 2008.
Research output: Contribution to conference › Abstract › peer-review
2006

Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation
Lindström, E., Ströjby, J., Brodén, M., Wiktorsson, M. & Holst, J., 2006.
Research output: Contribution to conference › Abstract › peer-review

Research output