Allianz Global Investors: La volatilidad como clase de activo
FVA
Realized Skewness11
Rational Shapes of the Volatility Surface Jim Gatheral Global Equity-Linked Products Merrill Lynch.
Philip Stahl, Philipp B Rindler - Robust Calculation of MFIV from Calibrated Surface.pdf
Rational Shapes of the Volatility Surface
