Consistent modeling of S\&P 500 and VIX derivatives (Q609838): Difference between revisions

@@ Property / DOI @@
-.1016/j.jedc.2010.02.003
@@ Property / DOI: 10.1016/j.jedc.2010.02.003 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2010.02.003
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@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
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+VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING
@@ Property / cites work: VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING / rank @@
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@@ Property / DOI @@
+.1016/J.JEDC.2010.02.003
@@ Property / DOI: 10.1016/J.JEDC.2010.02.003 / rank @@
+Normal rank