| Title | Hedging errors induced by discrete trading under an adaptive trading strategy |
| Authors | Mats Brodén, Magnus Wiktorsson |
| Year | 2008 |
| Document type | Conference abstract |
| Conference name | Fifth World Congress Bachelier Finance Society |
| Conference Date | 2008-07-15 |
| Conference Location | London, UK |
| Status | Published |
| Quality controlled | Yes |
| Language | eng |
| Keywords | rate of convergence, Discrete time hedging, hedging error, triangular distribution, |
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