Media type: E-Book Title: Forward start volatility swaps in rough volatility models Contributor: Alòs, Elisa [Author]; Rolloos, Frido [Author]; Shiraya, Kenichiro [Author] Published: [Tokyo]: [Center for Advanced Research in Finance], 2022 Published in: CARF working paper ; 544 Extent: 1 Online-Ressource (circa 27 Seiten) Language: English Keywords: Rough volatiliy ; volatility swap ; implied volatility ; Malliavin calculus ; Graue Literatur Origination: Footnote: Access State: Open Access