Joint calibration to SPX and VIX options with signature-based models (Q6424899)
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scientific article; zbMATH DE number 900578197
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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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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