Pages that link to "Item:Q6054430"
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The following pages link to Consistent time‐homogeneous modeling of SPX and VIX derivatives (Q6054430):
Displaying 4 items.
- A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives' (Q419485) (← links)
- Rejoinder to a remark on Lin and Chang's paper `Consistent modeling of S\&P 500 and VIX derivatives' (Q419488) (← links)
- (Q4688212) (← links)
- The rough Hawkes Heston stochastic volatility model (Q6641084) (← links)