VIX MODELING FOR A MARKET INSIDER (Q6182054)
From MaRDI portal
scientific article; zbMATH DE number 7793175
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VIX MODELING FOR A MARKET INSIDER |
scientific article; zbMATH DE number 7793175 |
Statements
VIX MODELING FOR A MARKET INSIDER (English)
0 references
23 January 2024
0 references
VIX index
0 references
VIX futures
0 references
variance swap
0 references
realized volatility
0 references
information premium
0 references
stochastic volatility model
0 references
Lévy process
0 references
enlarged filtration
0 references
stochastic differential equation
0 references
inverse Fourier pricing
0 references
0 references
0 references
0 references
0 references
0 references
