Model uncertainty, recalibration, and the emergence of...

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Model uncertainty, recalibration, and the emergence of delta–vega hedging

Herrmann, Sebastian, Muhle-Karbe, Johannes
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Language:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-017-0342-6
Date:
September, 2017
File:
PDF, 1.28 MB
english, 2017
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