Elisa Alos

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Papers (2)

1. Target volatility option pricing in lognormal fractional SABR model q-fin.CP · 2018 · author #1
2. The implied volatility of Forward-Start options: ATM short-time level, skew and curvature q-fin.PR · 2017 · author #1

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Frequent Coauthors

• Antoine Jacquier 1 shared papers
• Jorge Leon 1 shared papers
• Rupak Chatterjee 1 shared papers
• Sebastian Tudor 1 shared papers
• Tai-Ho Wang 1 shared papers