Pure jump models for pricing and hedging VIX derivatives (Q1655664): Difference between revisions
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Revision as of 05:55, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pure jump models for pricing and hedging VIX derivatives |
scientific article |
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Pure jump models for pricing and hedging VIX derivatives (English)
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9 August 2018
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VIX derivatives
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3/2 diffusion
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time change
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pure jump
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infinite activity
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option pricing
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hedging
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eigenfunction expansions
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