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Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model - MaRDI portal

Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model (Q4541530)

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scientific article; zbMATH DE number 1771931
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Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model
scientific article; zbMATH DE number 1771931

    Statements

    title
    Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model (English)
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    author
    Antonio Para'S
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    Marco Avellaneda
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    publication date
    1996
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    zbMATH DE Number
    1771931
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    OpenAlex ID
    W2093077581
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