Open AccessThe Algebraic Analysis and Simulation of Discrete Hedging with Volatility Skew
Author(s) -
정도섭,
S. J. Lee
Publication year - 2012
Publication title -
korean journal of financial engineering
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2012.11.2.001
Subject(s) - skew , volatility (finance) , econometrics , algebraic number , mathematics , economics , financial economics , computer science , mathematical analysis , telecommunications
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