Stochastic Skew and Target Volatility Options

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  • Stochastic Skew and Target Volatility Options

Stochastic Skew and Target Volatility Options

Grasselli, Martino, Marabel Romo, Jacinto
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2419211
File:
PDF, 409 KB
english, 2014
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