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Goldman Sachs Quantitative Strategies Research Notes February 1996 Implied Trinomial Trees of the Volatility Smile Emanuel Derman Iraj Kani Neil Chriss Goldman Sachs QUANTITATIVE…

Documents More Than You Ever Wanted To Know About Volatility Swaps

Quantitative Strategies Research Notes Goldman Sachs March 1999 More Than You Ever Wanted To Know* About Volatility Swaps Kresimir Demeterfi Emanuel Derman Michael Kamal…