Performance of hedging strategies in interval models

B. Roorda, J.C. Engwerda, J.M. Schumacher

Research output: Book/ReportReportProfessional

Original languageEnglish
PublisherUnknown Publisher
Publication statusPublished - 2001

Publication series

NameInternal report Tilburg University

Cite this

Roorda, B., Engwerda, J. C., & Schumacher, J. M. (2001). Performance of hedging strategies in interval models. (Internal report Tilburg University). Unknown Publisher.
Roorda, B. ; Engwerda, J.C. ; Schumacher, J.M. / Performance of hedging strategies in interval models. Unknown Publisher, 2001. (Internal report Tilburg University).
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title = "Performance of hedging strategies in interval models",
author = "B. Roorda and J.C. Engwerda and J.M. Schumacher",
year = "2001",
language = "English",
series = "Internal report Tilburg University",
publisher = "Unknown Publisher",

}

Roorda, B, Engwerda, JC & Schumacher, JM 2001, Performance of hedging strategies in interval models. Internal report Tilburg University, Unknown Publisher.

Performance of hedging strategies in interval models. / Roorda, B.; Engwerda, J.C.; Schumacher, J.M.

Unknown Publisher, 2001. (Internal report Tilburg University).

Research output: Book/ReportReportProfessional

TY - BOOK

T1 - Performance of hedging strategies in interval models

AU - Roorda, B.

AU - Engwerda, J.C.

AU - Schumacher, J.M.

PY - 2001

Y1 - 2001

M3 - Report

T3 - Internal report Tilburg University

BT - Performance of hedging strategies in interval models

PB - Unknown Publisher

ER -

Roorda B, Engwerda JC, Schumacher JM. Performance of hedging strategies in interval models. Unknown Publisher, 2001. (Internal report Tilburg University).