Rejoinder to a remark on Lin and Chang's paper `Consistent modeling of S\&P 500 and VIX derivatives' (Q419488)
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scientific article; zbMATH DE number 6036547
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| English | Rejoinder to a remark on Lin and Chang's paper `Consistent modeling of S\&P 500 and VIX derivatives' |
scientific article; zbMATH DE number 6036547 |
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Rejoinder to a remark on Lin and Chang's paper `Consistent modeling of S\&P 500 and VIX derivatives' (English)
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18 May 2012
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VIX options
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stochastic volatility
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characteristic functions
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0.8622623085975647
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0.7586786150932312
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0.752957820892334
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0.7471702694892883
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0.7342684268951416
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