Hedging in interval models

A case study

S.A.M. Dooper, Jacob Engwerda

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Original languageEnglish
Title of host publicationProceedings of the 7th International Conference on Mathematics and its Applications (SEAMS-UGM 2015)
EditorsF.A. Kusumo, I.E. Wijayanti, I.E. Aluicius, Y. Susanti
Place of PublicationYogyakarta
PublisherUniversitas Gadjah Mada
Pages1-23
ISBN (Print)9789791797948
Publication statusPublished - 2016
Event7th International Conference on Mathematics and its Applications - Yogyakarta, Indonesia
Duration: 18 Aug 201521 Aug 2015

Conference

Conference7th International Conference on Mathematics and its Applications
Abbreviated titleSEAMS-UGM 2015
CountryIndonesia
CityYogyakarta
Period18/08/1521/08/15

Cite this

Dooper, S. A. M., & Engwerda, J. (2016). Hedging in interval models: A case study. In F. A. Kusumo, I. E. Wijayanti, I. E. Aluicius, & Y. Susanti (Eds.), Proceedings of the 7th International Conference on Mathematics and its Applications (SEAMS-UGM 2015) (pp. 1-23). Yogyakarta: Universitas Gadjah Mada.
Dooper, S.A.M. ; Engwerda, Jacob. / Hedging in interval models : A case study. Proceedings of the 7th International Conference on Mathematics and its Applications (SEAMS-UGM 2015). editor / F.A. Kusumo ; I.E. Wijayanti ; I.E. Aluicius ; Y. Susanti. Yogyakarta : Universitas Gadjah Mada, 2016. pp. 1-23
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title = "Hedging in interval models: A case study",
author = "S.A.M. Dooper and Jacob Engwerda",
year = "2016",
language = "English",
isbn = "9789791797948",
pages = "1--23",
editor = "F.A. Kusumo and I.E. Wijayanti and I.E. Aluicius and Y. Susanti",
booktitle = "Proceedings of the 7th International Conference on Mathematics and its Applications (SEAMS-UGM 2015)",
publisher = "Universitas Gadjah Mada",

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Dooper, SAM & Engwerda, J 2016, Hedging in interval models: A case study. in FA Kusumo, IE Wijayanti, IE Aluicius & Y Susanti (eds), Proceedings of the 7th International Conference on Mathematics and its Applications (SEAMS-UGM 2015). Universitas Gadjah Mada, Yogyakarta, pp. 1-23, 7th International Conference on Mathematics and its Applications , Yogyakarta, Indonesia, 18/08/15.

Hedging in interval models : A case study. / Dooper, S.A.M.; Engwerda, Jacob.

Proceedings of the 7th International Conference on Mathematics and its Applications (SEAMS-UGM 2015). ed. / F.A. Kusumo; I.E. Wijayanti; I.E. Aluicius; Y. Susanti. Yogyakarta : Universitas Gadjah Mada, 2016. p. 1-23.

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

TY - GEN

T1 - Hedging in interval models

T2 - A case study

AU - Dooper, S.A.M.

AU - Engwerda, Jacob

PY - 2016

Y1 - 2016

M3 - Conference contribution

SN - 9789791797948

SP - 1

EP - 23

BT - Proceedings of the 7th International Conference on Mathematics and its Applications (SEAMS-UGM 2015)

A2 - Kusumo, F.A.

A2 - Wijayanti, I.E.

A2 - Aluicius, I.E.

A2 - Susanti, Y.

PB - Universitas Gadjah Mada

CY - Yogyakarta

ER -

Dooper SAM, Engwerda J. Hedging in interval models: A case study. In Kusumo FA, Wijayanti IE, Aluicius IE, Susanti Y, editors, Proceedings of the 7th International Conference on Mathematics and its Applications (SEAMS-UGM 2015). Yogyakarta: Universitas Gadjah Mada. 2016. p. 1-23