On the Emergence of Delta-Vega Hedging in the Black and Scholes Model Sebastian Herrmann ETH Zürich Joint work with Johannes Muhle-Karbe ETH Risk Day 2015 - Binomial - Document - PDFSEARCH.IO

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	On the Emergence of Delta-Vega Hedging in the Black and Scholes Model Sebastian Herrmann ETH Zürich Joint work with Johannes Muhle-Karbe ETH Risk Day 2015 Add to Reading List Document Date: 2015-09-13 15:03:53 Open Document File Size: 252,58 KB Share Result on Facebook

On the Emergence of Delta-Vega Hedging in the Black and Scholes Model Sebastian Herrmann ETH Zürich Joint work with Johannes Muhle-Karbe ETH Risk Day 2015Add to Reading List