A scaled version of the double-mean-reverting model for VIX derivatives (Q1670389): Difference between revisions

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Latest revision as of 13:48, 16 July 2024

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A scaled version of the double-mean-reverting model for VIX derivatives
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    A scaled version of the double-mean-reverting model for VIX derivatives (English)
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    5 September 2018
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    VIX derivatives
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    Heston's volatility
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    double-mean-reverting volatility
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    calibration
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