ProfessorJohannesMuhle-Karbe

Faculty of Natural Sciences, Department of Mathematics

Head of Mathematical Finance, Chair in Mathematical Finance

Contact

+44 (0)20 7594 0802j.muhle-karbe Website CV

Assistant

Mrs Rula Murtada +44 (0)20 7594 8487

Location

806Weeks BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@article{Herrmann:2017:10.1007/s00780-017-0342-6,
author = {Herrmann, S and Muhle-Karbe, J},
doi = {10.1007/s00780-017-0342-6},
journal = {Finance and Stochastics},
pages = {873--930},
title = {Model uncertainty, recalibration, and the emergence of delta–vega hedging},
url = {http://dx.doi.org/10.1007/s00780-017-0342-6},
volume = {21},
year = {2017}
}

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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Herrmann,S
AU  - Muhle-Karbe,J
DO  - 10.1007/s00780-017-0342-6
EP  - 930
PY  - 2017///
SN  - 0949-2984
SP  - 873
TI  - Model uncertainty, recalibration, and the emergence of delta–vega hedging
T2  - Finance and Stochastics
UR  - http://dx.doi.org/10.1007/s00780-017-0342-6
VL  - 21
ER  -

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