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Interest rate derivative
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Forward start volatility swaps in rough volatility models
Alòs, Elisa
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Rolloos, Frido
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Shiraya, Kenichiro
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2022
Persistent link: https://www.econbiz.de/10014266236
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A lower bound for the volatility swap in the lognormal SABR model
Alòs, Elisa
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Rolloos, Frido
;
Shiraya, Kenichiro
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2023
Persistent link: https://www.econbiz.de/10015175610
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