Pages that link to "Item:Q385648"
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The following pages link to Local volatility of volatility for the VIX market (Q385648):
Displaying 5 items.
- Risk-adjusted option-implied moments (Q1621614) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Pricing VIX options with stochastic skew and asymmetric jumps (Q2307815) (← links)
- SMILE MODELING IN COMMODITY MARKETS (Q3304207) (← links)
- Consistent time‐homogeneous modeling of SPX and VIX derivatives (Q6054430) (← links)