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