Pricing VIX derivatives with free stochastic volatility model (Q2418425): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Sheng-Hong Li / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Jin E. Zhang / rank | |||
Normal rank | |||
Revision as of 15:14, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing VIX derivatives with free stochastic volatility model |
scientific article |
Statements
Pricing VIX derivatives with free stochastic volatility model (English)
0 references
3 June 2019
0 references
free stochastic volatility
0 references
jumps
0 references
VIX derivatives
0 references
