Volatility Derivatives

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Annual Review of Financial Economics
Vol. 1: 319-339 (Volume publication date October 2009)
First published online as a Review in Advance on October 26, 2009
DOI: 10.1146/annurev.financial.050808.114304
Peter Carr
Bloomberg/NYU, New York, NY 10022; email: pcarr@nyc.rr.com
Roger Lee
Department of Mathematics, University of Chicago, Chicago, Illinois 60637; email: RL@math.uchicago.edu

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关键词：derivatives Derivative Volatility ATI der derivatives Volatility

Here it is:

http://www.math.nyu.edu/research/carrp/papers/pdf/arfe01.pdf

如下，请看~~~

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