Pricing VIX derivatives with free stochastic volatility model
Crossref DOI link: https://doi.org/10.1007/s11147-018-9145-y
Published Online: 2018-06-16
Published Print: 2019-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lin, Wei http://orcid.org/0000-0002-7822-1458
Li, Shenghong
Chern, Shane
Zhang, Jin E.
Text and Data Mining valid from 2018-06-16
Article History
First Online: 16 June 2018