Pricing VIX derivatives with free stochastic volatility model (Q2418425)

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Pricing VIX derivatives with free stochastic volatility model
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    Statements

    title
    Pricing VIX derivatives with free stochastic volatility model (English)
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    author
    Wei Lin
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    Shane Chern
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    Sheng-Hong Li
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    Jin E. Zhang
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    publication date
    3 June 2019
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    zbMATH Keywords
    free stochastic volatility
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    jumps
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    VIX derivatives
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    Identifiers

    zbMATH DE Number
    7061543
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