Sequential calibration of options. - Erik Lindström; Jonas Ströjby; Mats Brodén; Magnus Wiktorsson; Jan Holst (Comput. Stat. Data Anal., 2008)

On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case. - Mats Brodén; Magnus Wiktorsson (SIAM J. Financial Math., 2011)