How the Greeks would have hedged correlation risk of foreign exchange options

Publication

Title				How the Greeks would have hedged correlation risk of foreign exchange options

Author				Wystup, Uwe

Language				English

Source (series)				Wilmott research report

Publication				S.l. : 2001

Volume/pages				5 p.

UAntwerpen

Faculty/Department				Faculty of Sciences. Mathematics and Computer Science

Publication type				Minutes and reports

Subject				Economics Mathematics

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Creation

03.03.2015

Last edited

22.08.2023

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