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Vanna-Volga methods applied to FX derivatives: from …

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, Methods applied to fx derivatives, From theory to market

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