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  • Search: subject:"Inversion of convex ordering"
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Börsenkurs 1 Convex order 1 Inversion of convex ordering 1 Local volatility 1 Martingal 1 Martingale 1 Martingale transport 1 Mean Reversion 1 Mean reversion 1 Option pricing theory 1 Optionspreistheorie 1 Rough volatility 1 Share price 1 Smile calibration 1 Stochastic process 1 Stochastic volatility 1 Stochastischer Prozess 1 VIX 1 Volatility 1 Volatilität 1
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Guyon, Julien 1
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Quantitative finance 1
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Inversion of convex ordering in the VIX market
Guyon, Julien - In: Quantitative finance 20 (2020) 10, pp. 1597-1623
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012295626
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