Frederic Bossens

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Vanna-Volga Methods Applied to FX Derivatives: From Theory to Market Practice

Number of pages: 28 Posted: 15 Apr 2009 Last Revised: 28 Apr 2010
affiliation not provided to SSRN, Université Libre de Bruxelles (ULB), affiliation not provided to SSRN and Université Libre de Bruxelles (ULB)
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Citation 10

Abstract:

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Vanna-Volga, Foreign Exchange, exotic options, market conventions