Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model (Q4586033): Difference between revisions
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scientific article; zbMATH DE number 6934895
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English | Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model |
scientific article; zbMATH DE number 6934895 |
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Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model (English)
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11 September 2018
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stochastic volatility plus jumps model
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\(3/2\) model
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VIX derivatives
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