Pricing VIX options with stochastic volatility and random...

Decisions in Economics and Finance 2013 / 05 Vol. 36; Iss. 1

Pricing VIX options with stochastic volatility and random jumps

Guang-Hua Lian,Song-Ping Zhu
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Volume:
36
Language:
english
Journal:
Decisions in Economics and Finance
DOI:
10.1007/s10203-011-0124-0
Date:
May, 2013
File:
PDF, 353 KB
english, 2013
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