Model Uncertainty, Recalibration, and the Emergence of...

  • Main
  • 2015
  • Model Uncertainty, Recalibration, and the Emergence of...

Model Uncertainty, Recalibration, and the Emergence of Delta-Vega Hedging

Herrmann, Sebastian, Muhle-Karbe, Johannes
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Year:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2694718
File:
PDF, 855 KB
english, 2015
Conversion to is in progress
Conversion to is failed