Specification analysis of VXX option pricing models under Lévy processes
| Year of publication: |
2021
|
|---|---|
| Authors: | Cao, Jiling ; Ruan, Xinfeng ; Su, Shu ; Zhang, WenJun |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 41.2021, 9 (20.05.), p. 1456-1477
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22218 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012632609