Frido Rolloos

According to our database1, Frido Rolloos authored at least 2 papers between 2021 and 2023.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Other 

Links

On csauthors.net:

Bibliography

2023
A Lower Bound for the Volatility Swap in the Lognormal SABR Model.
Axioms, August, 2023

2021
On the Difference Between the Volatility Swap Strike and the Zero Vanna Implied Volatility.
SIAM J. Financial Math., 2021


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