The short-time behavior of VIX-implied volatilities in a multifactor stochastic volatility framework
| Year of publication: |
2018
|
|---|---|
| Authors: | Barletta, Andrea ; Nicolato, Elisa ; Pagliarani, Stefano |
| Published in: |
Mathematical Finance. - Wiley, ISSN 0960-1627, ZDB-ID 1481288-5. - Vol. 29.2018, 3 (11.10.), p. 928-966
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12196 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012095164