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Claudio Roberto Kruger - Facebook
https://www.facebook.com/claudioroberto.kruger
Claudio Roberto Kruger is on Facebook. Join Facebook to connect with Claudio Roberto Kruger and others you may know. Facebook gives people the power to share and makes the world more open and connected.
Three Make a Dynamic Smile - Unspanned Skewness and ...
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1786408
Gruber, Peter H. and Renò, Roberto and Tebaldi, Claudio and Trojani, Fabio, Three Make a Dynamic Smile - Unspanned Skewness and Interacting Volatility Components in Option Valuation (March 15, 2011).
Roberto Gruber - IMDb
https://www.imdb.com/name/nm3167388/
Roberto Gruber, Producer: Albatrosse. Build your Watchlist with the most anticipated sci-fi and fantasy movies and TV shows coming your way.
Roberto Gruber - Biography - IMDb
https://www.imdb.com/name/nm8193635/bio
Roberto Gruber is an actor. Oscars Best Picture Winners Best Picture Winners Golden Globes Emmys STARmeter Awards San Diego Comic-Con New York Comic-Con Sundance Film Festival Toronto Int'l Film Festival Awards Central Festival Central All Events
Peter H. Gruber - USI
https://people.lu.usi.ch/gruberp/research.html
March 15, 2011 Peter H. Gruber Roberto Reno Claudio Tebaldi Fabio Trojani. We study a new class of three-factor affine option pricing models with interdependent volatility dynamics and a stochastic skewness component unrelated to volatility shocks. These properties are useful in order (i) to model a term structure of implied volatility skews ...
Author Page for Claudio Tebaldi :: SSRN
https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=452142
Peter H. Gruber, Roberto Renò, Claudio Tebaldi and Fabio Trojani. University of Lugano - Institute of Finance, University of Verona - Department of Economics, Bocconi University - CAREFIN - Centre for Applied Research in Finance and Swiss Finance Institute Downloads 417 (82,854) Citation 5.
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