A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives' (Q419485): Difference between revisions

@@ Property / DOI @@
-.1016/j.jedc.2012.01.002
@@ Property / DOI: 10.1016/j.jedc.2012.01.002 / rank @@
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+W3122159616
@@ Property / OpenAlex ID: W3122159616 / rank @@
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@@ Property / cites work @@
+Spectral methods for volatility derivatives
@@ Property / cites work: Spectral methods for volatility derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING
@@ Property / cites work: LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING / rank @@
+Normal rank
@@ Property / cites work @@
+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Consistent modeling of S\&P 500 and VIX derivatives
+Normal rank
@@ Property / cites work @@
+VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING
@@ Property / cites work: VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JEDC.2012.01.002
@@ Property / DOI: 10.1016/J.JEDC.2012.01.002 / rank @@
+Normal rank