Hedging in interval models: A case study

S.A.M. Dooper; Jacob Engwerda

Hedging in interval models: A case study

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

Original language	English
Title of host publication	Proceedings of the 7th International Conference on Mathematics and its Applications (SEAMS-UGM 2015)
Editors	F.A. Kusumo, I.E. Wijayanti, I.E. Aluicius, Y. Susanti
Place of Publication	Yogyakarta
Publisher	Universitas Gadjah Mada
Pages	1-23
ISBN (Print)	9789791797948
Publication status	Published - 2016
Event	7th International Conference on Mathematics and its Applications - Yogyakarta, Indonesia Duration: 18 Aug 2015 → 21 Aug 2015

Conference

Conference	7th International Conference on Mathematics and its Applications
Abbreviated title	SEAMS-UGM 2015
Country/Territory	Indonesia
City	Yogyakarta
Period	18/08/15 → 21/08/15

Cite this

@inproceedings{989d183f2f72457f943a8e39befb22b6,

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",

note = "7th International Conference on Mathematics and its Applications , SEAMS-UGM 2015 ; Conference date: 18-08-2015 Through 21-08-2015",

}

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 proceeding › Conference contribution › Scientific › peer-review

TY - GEN

T1 - Hedging in interval models

T2 - 7th International Conference on Mathematics and its Applications

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

Y2 - 18 August 2015 through 21 August 2015

ER -