Title
How the Greeks would have hedged correlation risk of foreign exchange optionsHow the Greeks would have hedged correlation risk of foreign exchange options
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
report
Publication
S.l. , [*]
Subject
Economics
Mathematics
Source (series)
Wilmott research report
Volume/pages
5 p.
1
Carrier
E
Target language
English (eng)