Publication
Title
The standard VG volatility space model : delta-hedging performance
Author
Language
English
Source (book)
SIS 2009 : proceedings Colloquium Simulation in Industry and Services, Brussels, Belgium, December 4, 2009
Publication
S.l. : 2009
ISBN
978-84-9769-249-6
UAntwerpen
Faculty/Department
Publication type
Subject
External links
Record
Identification
Creation 12.03.2014
Last edited 02.09.2016