A Lower Bound for the Volatility Swap in the Lognormal SABR Model von Alòs, Elisa, Rolloos, Frido, Shiraya, Kenichiro

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A model‐free approximation for barrier options in a general stochastic volatility framework von Rolloos, Frido, Shiraya, Kenichiro

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A lower bound for the volatility swap in the lognormal SABR model von Alòs, Elisa, Rolloos, Frido, Shiraya, Kenichiro

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On the Difference Between the Volatility Swap Strike and the Zero Vanna Implied Volatility von Alòs, Elisa, Rolloos, Frido, Shiraya, Kenichiro

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Taylor‐Made Volatility Swaps von Rolloos, Frido, Arslan, Melih

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Hull and White and Al\`os type formulas for barrier options in stochastic volatility models with nonzero correlation von Rolloos, Frido

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The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility von Rolloos, Frido

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Nonparametric Pricing and Hedging of Volatility Swaps in Stochastic Volatility Models von Rolloos, Frido

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Forward start volatility swaps in rough volatility models von Alòs, Elisa, Rolloos, Frido, Shiraya, Kenichiro

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Hull and White and Alòs type formulas for barrier options in stochastic volatility models with nonzero correlation von Rolloos, Frido

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The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility von Rolloos, Frido

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On the difference between the volatility swap strike and the zero vanna implied volatility von Alos, Elisa, Rolloos, Frido, Shiraya, Kenichiro

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Nonparametric Pricing and Hedging of Volatility Swaps in Stochastic Volatility Models von Rolloos, Frido

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Forward start volatility swaps in rough volatility models von Alòs, Elisa, Rolloos, Frido, Shiraya, Kenichiro

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On the difference between the volatility swap strike and the zero vanna implied volatility von Alos, Elisa, Rolloos, Frido, Shiraya, Kenichiro

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