Computation of the Delta of European Options under Stochastic Volatility Models


YILMAZ B., YOLCU OKUR Y., İnkaya B. A.

SIAM conferance Fianancial Mathemtics and Engineering, Chicago, United States Of America, 13 - 15 November 2014

  • Publication Type: Conference Paper / Summary Text
  • City: Chicago
  • Country: United States Of America