Person:6158432
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Available identifiers
zbMath Open guerreiro.henriqueMaRDI QIDQ6158432
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 |
|---|---|---|
| VIX pricing in the rBergomi model under a regime switching change of measure | 2023-06-20 | Paper |
Research outcomes over time
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