Vanna-Volga methods applied to FX derivatives: from …

arxiv.org

Vanna-Volga methods applied to FX derivatives: from theory to market practice Fr ed eric Bossensx, Gr egory Ray eey, Nikos S. Skantzos{and Griselda Deelstraz

  Form, Methods, Market, Applied, Theory, Derivatives, Vloga, From theory to market, Volga methods applied to fx derivatives