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

DOI10.1080/13504869600000002zbMath1097.91514OpenAlexW2093077581MaRDI QIDQ4541530

Publication date: 1996

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504869600000002

Mathematics Subject Classification ID

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