Managing the volatility risk of portfolios of derivate securities : the Lagrangian uncertain volatility model
Year of publication: |
1996
|
---|---|
Authors: | Avellaneda, Marco |
Other Persons: | Parás, Antonio (contributor) |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 3.1996, 1, p. 21-52
|
Subject: | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Hedging | Theorie | Theory |
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