Performance measurement for option portfolios in a stochastic volatility framework

2021 ◽  
pp. 1-21
Author(s):  
Rainer Baule ◽  
Oliver Entrop ◽  
Sebastian Wessels
1987 ◽  
Author(s):  
Wayne L. Waag ◽  
Byron J. Pierce ◽  
Steve Fessler

Sign in / Sign up

Export Citation Format

Share Document