Model uncertainty, recalibration, and the emergence of delta–vega hedging
Herrmann, Sebastian, Muhle-Karbe, JohannesLanguage:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-017-0342-6
Date:
September, 2017
File:
PDF, 1.28 MB
english, 2017