The standard VG volatility space model : delta-hedging performance

  • F.M.Y. Guillaume
  • , W. Schoutens

Research output: Contribution to conference › Abstract › Academic

Original languageEnglish
Publication statusPublished - 2009
EventSimulation in Industry and Services (SIS 2009, Brussels, Belgium, December 4, 2009) - Brussels, Belgium
Duration: 4 Dec 2009 → …

Conference

ConferenceSimulation in Industry and Services (SIS 2009, Brussels, Belgium, December 4, 2009)
Abbreviated titleSIS 20069
Country/TerritoryBelgium
CityBrussels
Period4/12/09 → …

Cite this