Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options (Q4554477): Difference between revisions

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+.00873
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+Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model
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+Time Dependent Heston Model
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+A regime-switching Heston model for VIX and S&amp;P 500 implied volatilities
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