Joint pricing of VIX and SPX options with stochastic...

The Journal of Risk Finance 2015 / 01 Vol. 16; Iss. 1

Joint pricing of VIX and SPX options with stochastic volatility and jump models

Kokholm, Thomas, Stisen, Martin
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Volume:
16
Language:
english
Journal:
The Journal of Risk Finance
DOI:
10.1108/JRF-06-2014-0090
Date:
January, 2015
File:
PDF, 659 KB
english, 2015
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