The short‐time behavior of VIX‐implied volatilities in a multifactor stochastic volatility framework (Q5241568)
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scientific article; zbMATH DE number 7125072
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The short‐time behavior of VIX‐implied volatilities in a multifactor stochastic volatility framework |
scientific article; zbMATH DE number 7125072 |
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The short‐time behavior of VIX‐implied volatilities in a multifactor stochastic volatility framework (English)
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31 October 2019
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VIX options
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multifactor stochastic volatility
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asymptotic expansions
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