Heston stochastic vol-of-vol model for joint calibration of...

  • Main
  • 2018 / 01
  • Heston stochastic vol-of-vol model for joint calibration of...
Quantitative Finance 2018 / 01

Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options

Fouque, J.-P., Saporito, Y. F.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2017.1412493
Date:
January, 2018
File:
PDF, 1.01 MB
english, 2018
Conversion to is in progress
Conversion to is failed