Frido Rolloos
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Person:4958388
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| On the difference between the volatility swap strike and the zero vanna implied volatility SIAM Journal on Financial Mathematics | 2021-09-08 | Paper |
Research outcomes over time
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