Consistent modeling of S\&P 500 and VIX derivatives (Q609838): Difference between revisions

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+A Theory of the Term Structure of Interest Rates
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+Q5624436
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+The Variance Gamma Process and Option Pricing
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING
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+Normal rank