Pages that link to "Item:Q2307815"
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The following pages link to Pricing VIX options with stochastic skew and asymmetric jumps (Q2307815):
Displaying 5 items.
- Option valuation with conditional skewness (Q292018) (← links)
- Pricing VIX options with stochastic volatility and random jumps (Q354668) (← links)
- Pricing VXX option with default risk and positive volatility skew (Q1927010) (← links)
- Pricing VIX options in a 3/2 plus jumps model (Q1989867) (← links)
- The effects of asymmetric volatility and jumps on the pricing of VIX derivatives (Q5964763) (← links)