Pages that link to "Item:Q1989867"
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The following pages link to Pricing VIX options in a 3/2 plus jumps model (Q1989867):
Displaying 6 items.
- Consistent pricing of VIX and equity derivatives with the \(4/2\) stochastic volatility plus jumps model (Q342905) (← links)
- Pricing VXX option with default risk and positive volatility skew (Q1927010) (← links)
- Pricing VIX options with stochastic skew and asymmetric jumps (Q2307815) (← links)
- Stochastic volatility models and the pricing of VIX options (Q2847239) (← links)
- Effective and simple VWAP options pricing model (Q2929372) (← links)
- On American VIX options under the generalized 3/2 and 1/2 models (Q4642732) (← links)