Pages that link to "Item:Q2871434"
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The following pages link to Fast Ninomiya–Victoir calibration of the double-mean-reverting model (Q2871434):
Displayed 5 items.
- A scaled version of the double-mean-reverting model for VIX derivatives (Q1670389) (← links)
- Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (Q4579824) (← links)
- Dirichlet Forms and Finite Element Methods for the SABR Model (Q4579839) (← links)
- Analysis of VIX Markets with a Time-Spread Portfolio (Q4585683) (← links)
- Regime-switching stochastic volatility model: estimation and calibration to VIX options (Q4610208) (← links)