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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3122159616
@@ Property / OpenAlex ID: W3122159616 / rank @@
+Normal rank
@@ 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
@@ links / mardi / name / links / mardi / name @@
+Publication:419485