Mats Brodén

Publication Activity (10 Years)

Years Active: 2008-2011
Publications (10 Years): 0

Publications

Mats Brodén, Magnus Wiktorsson
On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case. SIAM J. Financial Math. 2 (1) (2011)
Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst
Sequential calibration of options. Comput. Stat. Data Anal. 52 (6) (2008)