Hedging errors induced by discrete trading under an adaptive trading strategy

Research output: Contribution to conference › Abstract › peer-review

Original language	English
Publication status	Published - 2008
Event	Fifth World Congress Bachelier Finance Society - London, United Kingdom Duration: 2008 Jul 15 → …

Conference	Fifth World Congress Bachelier Finance Society
Country/Territory	United Kingdom
City	London
Period	2008/07/15 → …

Subject classification (UKÄ)

@conference{265d251b9e154f058cd8eb48e637443f,

title = "Hedging errors induced by discrete trading under an adaptive trading strategy",

keywords = "rate of convergence, Discrete time hedging, hedging error, triangular distribution",

author = "Mats Brod{\'e}n and Magnus Wiktorsson",

year = "2008",

language = "English",

note = "Fifth World Congress Bachelier Finance Society ; Conference date: 15-07-2008",

}