Vanna-volga pricing

Publication

Title				Vanna-volga pricing

Author				Wystup, Uwe

Language				Dutch

Source (book)				Encyclopedia of quantitative finance

Publication				Chichester : Wiley , 2010

ISBN				978-0-470-05756-8

Volume/pages				p. 1867-1874

UAntwerpen

Faculty/Department				Faculty of Sciences. Mathematics and Computer Science

Publication type				H1 Book chapter

Subject				Economics Mathematics

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Creation

02.03.2015

Last edited

22.08.2023

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