Title
The standard VG volatility space model : delta-hedging performanceThe standard VG volatility space model : delta-hedging performance
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
bookPart
Publication
S.l. , [*]
Subject
Computer. Automation
Source (book)
SIS 2009 : proceedings Colloquium Simulation in Industry and Services, Brussels, Belgium, December 4, 2009
ISBN - Hoofdstuk
978-84-9769-249-6
Carrier
E
Target language
English (eng)