PRICING AND HEDGING OF VIX OPTIONS FOR BARNDORFF-NIELSEN AND SHEPHARD MODELS

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Publication:5210914

DOI10.1142/S0219024919500432zbMath1430.91103arXiv1904.12260WikidataQ126867318 ScholiaQ126867318MaRDI QIDQ5210914

Takuji Arai

Publication date: 16 January 2020

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.12260




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