Weak approximations and VIX option price expansions in forward variance curve models (Q6053109)
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scientific article; zbMATH DE number 7742085
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximations and VIX option price expansions in forward variance curve models |
scientific article; zbMATH DE number 7742085 |
Statements
Weak approximations and VIX option price expansions in forward variance curve models (English)
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25 September 2023
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VIX options
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weak approximation
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forward variance curve
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rough volatility
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