Consistent modeling of S&P 500 and VIX derivatives
| Year of publication: |
2010
|
|---|---|
| Authors: | Lin, Yueh-Neng ; Chang, Chien-Hung |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 34.2010, 11, p. 2302-2320
|