Pricing VIX options in a 3/2 plus jumps model (Q1989867)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing VIX options in a 3/2 plus jumps model |
scientific article; zbMATH DE number 6967332
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing VIX options in a 3/2 plus jumps model |
scientific article; zbMATH DE number 6967332 |
Statements
Pricing VIX options in a 3/2 plus jumps model (English)
0 references
29 October 2018
0 references
pricing
0 references
VIX options
0 references
3/2 plus jumps model
0 references
positive volatility skew
0 references
0 references
0 references
