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- W2408165589 abstract "For path-dependent and forward starting options, it is important to assess Vega, the sensitivity of the option’s value to changes in volatility, and in particular to assess these sensitivities for forward buckets. A first step in this process is to determine how forward volatilities for these forward buckets are calculated from the spot volatilities implied in current market option prices." @default.
- W2408165589 created "2016-06-24" @default.
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- W2408165589 date "2015-01-01" @default.
- W2408165589 modified "2023-09-25" @default.
- W2408165589 title "Forward Implied Volatilities" @default.
- W2408165589 doi "https://doi.org/10.1057/9781137371676_9" @default.
- W2408165589 hasPublicationYear "2015" @default.
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