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

@unpublished{Muhle-Karbe:2023:10.1111/mafi.12395,
author = {Muhle-Karbe, J and Wang, Z and Webster, K},
doi = {10.1111/mafi.12395},
publisher = {WILEY},
title = {A Leland model for delta hedging in central risk books},
url = {http://dx.doi.org/10.1111/mafi.12395},
year = {2023}
}

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RIS format (EndNote, RefMan)

TY  - UNPB
AU  - Muhle-Karbe,J
AU  - Wang,Z
AU  - Webster,K
DO  - 10.1111/mafi.12395
PB  - WILEY
PY  - 2023///
TI  - A Leland model for delta hedging in central risk books
UR  - http://dx.doi.org/10.1111/mafi.12395
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000984336100001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
ER  -

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