Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"On the Difference Between the Volatility Swap Strike and the Zero Vanna ..."

Elisa Alòs, Frido Rolloos, Kenichiro Shiraya (2021)

> Home

Details and statistics

DOI: 10.1137/20M134722X

access: closed

type: Journal Article

metadata version: 2021-07-19

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/AlosRS21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/AlosRS21
Elisa Alòs, Frido Rolloos, Kenichiro Shiraya:
On the Difference Between the Volatility Swap Strike and the Zero Vanna Implied Volatility. SIAM J. Financial Math. 12(2): 690-723 (2021)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.