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Mats Brodén · Study
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Author
Mats Brodén
2 works
· latest 2011
· 1 institutions
cluster: provisional
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Citations
69
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2
07
11
Most cited in this library
Sequential calibration of options
2007 · 48 citations
TRACKING ERRORS FROM DISCRETE HEDGING IN EXPONENTIAL LÉVY MODELS
2011 · 21 citations
Works
2 shown
TRACKING ERRORS FROM DISCRETE HEDGING IN EXPONENTIAL LÉVY MODELS
International Journal of Theoretical and Applied Finance
·
2011
·
2 authors
21
citations
Sequential calibration of options
Computational Statistics & Data Analysis
·
2007
·
5 authors
48
citations