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

Elisa AlòsFrido RolloosKenichiro Shiraya
Published in: SIAM J. Financial Math. (2021)
Keyphrases
  • stock market
  • stock price
  • exchange rate
  • garch model
  • stock index futures
  • stock trading
  • financial markets
  • chinese stock market
  • financial time series
  • stock returns
  • neural network
  • information retrieval
  • decision trees