Pages that link to "Item:Q5112529"

The following pages link to Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures (Q5112529):

Displayed 3 items.

• From Bachelier to Dupire via optimal transport (Q2072111) ‎ (← links)
• Joint Modeling and Calibration of SPX and VIX by Optimal Transport (Q5019589) ‎ (← links)
• Inversion of convex ordering in the VIX market (Q5139256) ‎ (← links)