Pricing VIX options in a 3/2 plus jumps model (Q1989867)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing VIX options in a 3/2 plus jumps model |
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Pricing VIX options in a 3/2 plus jumps model (English)
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29 October 2018
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pricing
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VIX options
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3/2 plus jumps model
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positive volatility skew
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