Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Yueh-neng
| Year of publication: |
2012
|
|---|---|
| Authors: | Lin, Yueh-neng ; Chang, Chien-hung |
| Other Persons: | Cheng, Jun (contributor) ; Ibraimi, Meriton (reviewed) ; Leippold, Markus (contributor) ; Zhang, Jin E. (reviewed) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 5, p. 716-718
|
| Subject: | VIX options | Stochastic volatility | Characteristic functions | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Hedging | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009554307