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

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Date: 2015-09-13 15:03:53		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 Source URL: www.ccfz.ch Download Document from Source Website File Size: 252,58 KB Share Document on Facebook