Performance of hedging strategies in interval models

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

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)575-592
JournalKybernetica
Volume41
Issue number5
Publication statusPublished - 2005

Cite this

Roorda, B., Engwerda, J. C., & Schumacher, J. M. (2005). Performance of hedging strategies in interval models. Kybernetica, 41(5), 575-592.
Roorda, B. ; Engwerda, J.C. ; Schumacher, J.M. / Performance of hedging strategies in interval models. In: Kybernetica. 2005 ; Vol. 41, No. 5. pp. 575-592.
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author = "B. Roorda and J.C. Engwerda and J.M. Schumacher",
year = "2005",
language = "English",
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pages = "575--592",
journal = "Kybernetika",
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Roorda, B, Engwerda, JC & Schumacher, JM 2005, 'Performance of hedging strategies in interval models', Kybernetica, vol. 41, no. 5, pp. 575-592.

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

In: Kybernetica, Vol. 41, No. 5, 2005, p. 575-592.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Performance of hedging strategies in interval models

AU - Roorda, B.

AU - Engwerda, J.C.

AU - Schumacher, J.M.

PY - 2005

Y1 - 2005

M3 - Article

VL - 41

SP - 575

EP - 592

JO - Kybernetika

JF - Kybernetika

SN - 0023-5954

IS - 5

ER -

Roorda B, Engwerda JC, Schumacher JM. Performance of hedging strategies in interval models. Kybernetica. 2005;41(5):575-592.