The term structure of the VXX option smirk : Pricing VXX option with a two‐factor model and asymmetry jumps
| Year of publication: |
2020
|
|---|---|
| Authors: | Tan, Xiaoyu ; Wang, Chengxiang ; Lin, Wei ; Zhang, Jin E. ; Li, Shenghong ; Zhao, Xuejun ; Zhang, Zili |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 41.2020, 4 (28.12.), p. 439-457
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22182 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012406812