Consistent time‐homogeneous modeling of SPX and VIX derivatives (Q6054430)
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scientific article; zbMATH DE number 7743081
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent time‐homogeneous modeling of SPX and VIX derivatives |
scientific article; zbMATH DE number 7743081 |
Statements
Consistent time‐homogeneous modeling of SPX and VIX derivatives (English)
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28 September 2023
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consistent pricing
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market models
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stochastic volatility
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VIX futures
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