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← Orthogonal expansions for VIX options under affine jump diffusions (Q4554474)

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The following pages link to Orthogonal expansions for VIX options under affine jump diffusions (Q4554474):

Displaying 2 items.

Moments and ergodicity of the jump-diffusion CIR process (Q5087038) (← links)
PRICING AND HEDGING OF VIX OPTIONS FOR BARNDORFF-NIELSEN AND SHEPHARD MODELS (Q5210914) (← links)

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