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"On Smile Properties of Volatility Derivatives: Understanding the VIX Skew."
Elisa Alòs, David García-Lorite, Aitor Muguruza Gonzalez (2022)
- Elisa Alòs, David García-Lorite, Aitor Muguruza Gonzalez:
On Smile Properties of Volatility Derivatives: Understanding the VIX Skew. SIAM J. Financial Math. 13(1): 32-69 (2022)
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