A jump diffusion model for VIX volatility options and futures
| Year of publication: |
2010
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|---|---|
| Authors: | Psychoyios, Dimitris ; Dotsis, George ; Markellos, Raphael N. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 35.2010, 3, p. 245-270
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