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Option pricing in stochastic volatility models driven by fractional Lévy processes
Tong, Zhigang - In: International journal of financial markets and derivatives 5 (2016) 1, pp. 56-75
Persistent link: https://www.econbiz.de/10011589165
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A regime switching quadratic model for VIX futures valuation
Tong, Zhigang - In: International journal of financial markets and derivatives 4 (2015) 3/4, pp. 246-272
Persistent link: https://www.econbiz.de/10011546005
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A nonlinear diffusion model for electricity prices and derivatives
Tong, Zhigang; Liu, Allen - In: International journal of bonds and derivatives 3 (2017) 4, pp. 290-319
Persistent link: https://www.econbiz.de/10011877179