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On Smile Properties of Volatility Derivatives: Understanding the VIX Skew.

Elisa AlòsDavid García-LoriteAitor Muguruza Gonzalez
Published in: SIAM J. Financial Math. (2022)
Keyphrases
  • higher order
  • information retrieval
  • facial expression recognition
  • artificial intelligence
  • bayesian networks
  • long term
  • stock market
  • desirable properties