Joint calibration to SPX and VIX options with signature-based models (Q6424899)
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scientific article; zbMATH DE number 900578197
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| English | Joint calibration to SPX and VIX options with signature-based models |
scientific article; zbMATH DE number 900578197 |
Statements
30 January 2023
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q-fin.MF
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math.PR
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