A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives' (Q419485): Difference between revisions
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Latest revision as of 17:02, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives' |
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A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives' (English)
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18 May 2012
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VIX option pricing
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affine jump diffusion
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characteristic function
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