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Items where Author is "Guyon, Julien"

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Acciaio, Beatrice and Guyon, Julien (2020) Short communication: inversion of convex ordering: local volatility does not maximise the price of VIX futures. SIAM Journal on Financial Mathematics, 11 (1). SC1 - SC13. ISSN 1945-497X

This list was generated on Sat Jul 20 10:15:31 2024 BST.