Delta-hedging correlation risk?
| Year of publication: |
2012
|
|---|---|
| Authors: | Cousin, Areski ; Crépey, Stéphane ; Kan, Yu Hang |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 15.2012, 1, p. 25-57
|