Mats Brod\'en

Identifiers

• name variant Mats Brod\'en 0.60 · backfill

Papers (3)

1. Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy q-fin.RM · 2010 · author #1
2. Tracking errors from discrete hedging in exponential L\'evy models q-fin.RM · 2010 · author #1
3. Convergence of an Adaptive Approximation Scheme for the Wiener Process math.PR · 2010 · author #1

Mentions

• 1004.4526 #1 · backfill · confidence 0.70 Mats Brod\'en
• 1003.0709 #1 · backfill · confidence 0.70 Mats Brod\'en
• 1002.0528 #1 · backfill · confidence 0.70 Mats Brod\'en

Frequent Coauthors

• Magnus Wiktorsson 2 shared papers
• Peter Tankov 1 shared papers