Pricing VXX options by modeling VIX directly

Wei Lin, Jin E. Zhang

Year of publication:	2022
Authors:	Lin, Wei ; Zhang, Jin E.
Subject:	stochastic volatility \| VIX option pricing \| VXX option pricing \| Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Optionsgeschäft \| Option trading \| Stochastischer Prozess \| Stochastic process \| Derivat \| Derivative

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