Herrmann, Sebastian
- Hedging with Small Uncertainty Aversion
2016/05/20 by Herrmann, Sebastian, Muhle-Karbe, Johannes, Seifried, Frank Thomas · 1 citation
#FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR)
- Model Uncertainty, Recalibration, and the Emergence of Delta-Vega\n Hedging
2017/04/14 by Sebastian Herrmann, Johannes Muhle‐Karbe, Herrmann, Sebastian +1 · 1 citation
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Capital Investment and Risk Analysis #Market Dynamics and Volatility