Computation of the Delta of European Options under Stochastic Volatility Models | AVESİS

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Computation of the Delta of European Options under Stochastic Volatility Models

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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
Middle East Technical University Affiliated: Yes