Pricing VIX options with stochastic skew and asymmetric...

Applied Mathematics-A Journal of Chinese Universities 2020 / 3 Vol. 35; Iss. 1

Pricing VIX options with stochastic skew and asymmetric jumps

Jing, Bo, Li, Sheng-hong, Tan, Xiao-yu
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Volume:
35
Journal:
Applied Mathematics-A Journal of Chinese Universities
DOI:
10.1007/s11766-020-3650-0
Date:
March, 2020
File:
PDF, 813 KB
2020
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