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  • Search: subject:"affine and polynomial processes"
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Modellierung 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 S&P 500/VIX joint calibration 1 Scientific modelling 1 Stochastic process 1 Stochastischer Prozess 1 affine and polynomial processes 1 calibration of financial models 1 signature methods 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cuchiero, Christa 1 Gazzani, Guido 1 Möller, Janka 1 Svaluto-Ferro, Sara 1
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ECONIS (ZBW) 1
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Joint calibration to SPX and VIX options with signature-based models
Cuchiero, Christa; Gazzani, Guido; Möller, Janka; … - 2025
Persistent link: https://www.econbiz.de/10015359034
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