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Vanna

National Institutes of Health

Papers overview

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2015
2015
  • 2015
  • Corpus ID: 56414641
2011
2011
The theoretical interpretations of liberalism in its relations to multiculturalism occupy a central role in contemporary… 
2010
2010
The vanna-volga method, also called the traders' rule of thumb is an empirical procedure that can be used to infer an implied… 
2009
2009
We give a general treatment of the Vanna-Volga mark-to-market volatility smile correction in application to pricing of contracts… 
2009
2009
Using probability change techniques introduced by Drimus for Heston model, we derive a n-th order expansion formula of Wishart… 
Review
2006
Review
2006
In the current markets, options with different strikes or maturities are usually priced with different implied volatilities. This… 
1993
1993
Heralded as "one of America's most intrepid fictional frontiersmen" (Publishers Weekly), William T. Vollmann has few equals on… 
1982
1982
With St Francis of Assisi (1181-1226) a new element entered into the spirit of the Catholic church. It took the form of an…