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

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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 CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES
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+Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
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+MULTISCALE STOCHASTIC VOLATILITY MODEL FOR DERIVATIVES ON FUTURES
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+A regime-switching Heston model for VIX and S&amp;P 500 implied volatilities
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+Publication:4554477