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| 2011 | ||
|---|---|---|
| 2 | Mats Brodén, Magnus Wiktorsson: On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case. SIAM J. Financial Math. 2(1): 55-78 (2011) | |
| 2008 | ||
| 1 | Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst: Sequential calibration of options. Computational Statistics & Data Analysis 52(6): 2877-2891 (2008) | |
| 1 | Jan Holst | [1] |
| 2 | Erik Lindström | [1] |
| 3 | Jonas Ströjby | [1] |
| 4 | Magnus Wiktorsson | [1] [2] |
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