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Local vega index and variance reduction methods
Bermin, Hans-Peter; Kohatsu-Higa, Arturo; Montero, Miquel - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 85-97
Persistent link: https://www.econbiz.de/10001765651
Cover Image
Local Vega Index and Variance Reduction Methods
Bermin, Hans-Peter; Kohatsu-Higa, Arturo; Montero, Miquel - In: Mathematical Finance 13 (2003) 1, pp. 85-97
Persistent link: https://www.econbiz.de/10005139708
Cover Image
Local Vega Index and Variance Reduction Methods
Bermin, Hans-Peter; Kohatsu-Higa, Arturo; Montero, Miquel - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 85-98
Persistent link: https://www.econbiz.de/10008215731