//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Brodén, Mats"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"discretization error"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
1
Derivative
1
Exponential Lévy models
1
Hedging
1
L2 convergence
1
Martingal
1
Martingale
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Stochastic process
1
Stochastischer Prozess
1
delta hedging
1
digital options
1
discretization error
1
quadratic hedging
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Brodén, Mats
Branger, Nicole
2
Schlag, Christian
2
BRODÉN, MATS
1
Beuchler, Sven
1
Bungartz, H.
1
Griebel, M.
1
Grimm, Volker
1
Gugat, Martin
1
Jakobsons, Edgars
1
Li, Yuan
1
Miscia, Orazio Di
1
Pechstein, Clemens
1
Röschke, D.
1
Sering, Leon
1
Shi, Chao
1
Shiraya, Kenichiro
1
TANKOV, PETER
1
Tankov, Peter
1
Umezawa, Yuji
1
Vargas Koch, Laura
1
Wachsmuth, Daniel
1
Yamazaki, Akira
1
Zeng, Pingping
1
Zenger, C.
1
Ziemke, Theresa
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tracking errors from discrete hedging in exponential Lévy models
Brodén, Mats
;
Tankov, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 803-837
Persistent link: https://www.econbiz.de/10009381005
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->