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The Sticky Delta Model

Balland, P; Hughston, LP; (1999) The Sticky Delta Model. Derivatives Week (1 November 1999 issue)

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Type: Article
Title: The Sticky Delta Model
Additional information: "Learning Curve" article for the Euromoney Institutional Investor newsletter "Derivatives Week", 1 November 1999 issue. The "Derivatives Week" newsletter is now published under the name "Derivatives Intelligence".
UCL classification: UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Mathematics
URI: http://discovery.ucl.ac.uk/id/eprint/1364875
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