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Joint calibration to SPX and VIX options with signature-based models - MaRDI portal

Joint calibration to SPX and VIX options with signature-based models

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Publication:6667578

DOI10.1111/MAFI.12442MaRDI QIDQ6667578

Christa Cuchiero, Janka Möller, Sara Svaluto-Ferro, Author name not available (Why is that?)

Publication date: 20 January 2025

Published in: Mathematical Finance (Search for Journal in Brave)






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