Pricing VIX derivatives with free stochastic volatility model (Q2418425): Difference between revisions
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Revision as of 07:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing VIX derivatives with free stochastic volatility model |
scientific article |
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Pricing VIX derivatives with free stochastic volatility model (English)
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3 June 2019
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free stochastic volatility
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jumps
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VIX derivatives
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