Delta-hedging vega risk?

Quantitative Finance

Volumn 4, Issue 5, 2004, Pages 559-579

  Crépey, Stéphane ^a  

^a UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 12144273865     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680400000038     Document Type: Article

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