Pricing VIX options with stochastic volatility and random jumps (Q354668): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing VIX options with stochastic volatility and random jumps |
scientific article |
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Pricing VIX options with stochastic volatility and random jumps (English)
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19 July 2013
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VIX options
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Heston model
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explicit and exact solution
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stochastic volatility
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