Local vega index and variance reduction methods
Year of publication: |
2003
|
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Authors: | Bermin, Hans-Peter ; Kohatsu-Higa, Arturo ; Montero, Miquel |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 13.2003, 1, p. 85-97
|
Subject: | Optionspreistheorie | Option pricing theory | Analysis | Mathematical analysis | Portfolio-Management | Portfolio selection | Finanzmathematik | Mathematical finance | Index | Index number | Theorie | Theory |
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