Consistent time‐homogeneous modeling of SPX and VIX derivatives
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Publication:6054430
DOI10.1111/mafi.12348zbMath1522.91283arXiv1812.05859OpenAlexW4280639220MaRDI QIDQ6054430
Publication date: 28 September 2023
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.05859
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