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Analysis of VIX Markets with a time-spread portfolio
Papanicolaou, A., (2016)
Sequential Itô-Taylor expansions and characteristic functions of stochastic volatility models
Ding, Kailin, (2023)
Mathematical analysis of financial model on market price with stochastic volatility
Mondal, Mitun Kumar, (2017)
A remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Cheng, Jun, (2011)
Consistent modeling of S&P 500 and VIX derivatives : a remark on Lin and Chang's paper
Cheng, Jun, (2012)
A Remark on Lin and Chang's Paper ‘Consistent Modeling of S&P 500 and Vix Derivatives’