Frido Rolloos

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 2

Top Topics

Top Venues

SIAM J. Financial Math.

Publications

Elisa Alòs, Frido Rolloos, Kenichiro Shiraya
A Lower Bound for the Volatility Swap in the Lognormal SABR Model. Axioms 12 (8) (2023)
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) (2021)