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~isPartOf:"Review of Quantitative Finance and Accounting"
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A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphael
- In:
Review of Quantitative Finance and Accounting
35
(
2010
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10008776283
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