The standard VG volatility space model : delta-hedging performance

Publication

Title				The standard VG volatility space model : delta-hedging performance

Author				Guillaume, F. Schoutens, W.

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				Faculty of Sciences. Mathematics and Computer Science

Publication type				H2 Book chapter

Subject				Computer. Automation

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Creation

12.03.2014

Last edited

22.08.2023

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