Pages that link to "Item:Q419485"
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The following pages link to A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives' (Q419485):
Displaying 3 items.
- Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
- PRICING AND HEDGING OF VIX OPTIONS FOR BARNDORFF-NIELSEN AND SHEPHARD MODELS (Q5210914) (← links)
- Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure (Q6104960) (← links)
