Pages that link to "Item:Q6104960"
From MaRDI portal
The following pages link to Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure (Q6104960):
Displaying 6 items.
- Pricing VIX options with stochastic volatility and random jumps (Q354668) (← links)
- Consistent modeling of S\&P 500 and VIX derivatives (Q609838) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Pricing VIX derivatives with free stochastic volatility model (Q2418425) (← links)
- The effects of asymmetric volatility and jumps on the pricing of VIX derivatives (Q5964763) (← links)
- Variance swaps with mean reversion and multi-factor variance (Q6554616) (← links)