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  • Search: person:"Bacon, Étienne"
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Derivat 1 Derivative 1 Derivative pricing 1 Index 1 Index futures 1 Index number 1 Index-Futures 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Stochastic process 1 Stochastic volatility model 1 Stochastischer Prozess 1 VIX futures 1 VIX options 1 Volatility 1 Volatility index 1 Volatilität 1
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English 1
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Bacon, Étienne 1 Bégin, Jean-François 1 Gauthier, Geneviève 1
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Quantitative finance 1
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On general semi-closed-form solutions for VIX derivative pricing
Bacon, Étienne; Bégin, Jean-François; Gauthier, … - In: Quantitative finance 24 (2024) 12, pp. 1875-1882
Persistent link: https://www.econbiz.de/10015196978
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