Model uncertainty, recalibration, and the emergence of delta–vega hedging
Crossref DOI link: https://doi.org/10.1007/s00780-017-0342-6
Published Online: 2017-09-07
Published Print: 2017-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Herrmann, Sebastian
Muhle-Karbe, Johannes
License valid from 2017-09-07