Mats Brodén

According to our database1, Mats Brodén authored at least 2 papers between 2008 and 2011.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
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Links

On csauthors.net:

Bibliography

2011
On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case.
SIAM J. Financial Math., 2011

2008
Sequential calibration of options.
Comput. Stat. Data Anal., 2008


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