Robust Log-normal Stochastic Volatility for Interest Rates
Dispersion trade strategy improves risk return profile in equity options markets.
Featured in No. 4 on 14 Jun 2023 ·
- Released
- 2 Jan 2023
- First featured
- No. 4 · 14 Jun 2023
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- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4473790
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