Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model (Q4586033): Difference between revisions

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Latest revision as of 13:51, 16 July 2024

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

    Statements

    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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