Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model (Q4541530): Difference between revisions
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scientific article; zbMATH DE number 1771931
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model |
scientific article; zbMATH DE number 1771931 |
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Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model (English)
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1996
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