Hedging errors induced by discrete trading under an adaptive trading strategy

Forskningsoutput: Konferensbidrag › Konferensabstract › Peer review

Originalspråk	engelska
Status	Published - 2008
Evenemang	Fifth World Congress Bachelier Finance Society - London, Storbritannien Varaktighet: 2008 juli 15 → …

Konferens	Fifth World Congress Bachelier Finance Society
Land/Territorium	Storbritannien
Ort	London
Period	2008/07/15 → …

Ämnesklassifikation (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",

}