A remark on Lin and Chang's paper ‘Consistent modeling of S&P 500 and VIX derivatives’
| Year of publication: |
2012
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|---|---|
| Authors: | Cheng, Jun ; Ibraimi, Meriton ; Leippold, Markus ; Zhang, Jin E. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 36.2012, 5, p. 708-716
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