Pricing VIX options with stochastic skew and asymmetric jumps (Q2307815)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing VIX options with stochastic skew and asymmetric jumps |
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Pricing VIX options with stochastic skew and asymmetric jumps (English)
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25 March 2020
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VIX options
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stochastic skew
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multi-factor volatility
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jumps
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