Alessandro Cesarini

Banca Aletti - Gruppo Banco Popolare

Via Roncaglia, 12

Milan, 20146

Italy

SCHOLARLY PAPERS

1

DOWNLOADS

304

CITATIONS

0

Scholarly Papers (1)

1.

Quanto Implied Volatility Smile

Number of pages: 21 Posted: 31 Jan 2014
Alessandro Cesarini and Stefano Giovannitti
Banca Aletti - Gruppo Banco Popolare and UniCredit S.p.A.
Downloads 304 (98,089)

Abstract:

Loading...

quanto options, quanto implied volatility adjustment, quanto effect, market implied probability distribution, implied volatility extrapolation, Gaussian copula