Pricing VIX options in a stochastic vol‐of‐vol model
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Publication:4620138
DOI10.1002/asmb.2142zbMath1420.91480OpenAlexW2097599358MaRDI QIDQ4620138
Qunfang Bao, Sheng-Hong Li, Wen-li Huang, Cheng-xiang Wang
Publication date: 8 February 2019
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.2142
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