Weak approximations and VIX option price expansions in forward variance curve models (Q6053109): Difference between revisions

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Latest revision as of 00:02, 3 August 2024

scientific article; zbMATH DE number 7742085
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English
Weak approximations and VIX option price expansions in forward variance curve models
scientific article; zbMATH DE number 7742085

    Statements

    Weak approximations and VIX option price expansions in forward variance curve models (English)
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    25 September 2023
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    VIX options
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    weak approximation
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    forward variance curve
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    rough volatility
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