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Pricing VIX options in a 3/2 plus jumps model

Crossref DOI link: https://doi.org/10.1007/s11766-018-3347-9

Published Online: 2018-09-07

Published Print: 2018-09

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Tan, Xiao-yu

Wang, Cheng-xiang

Huang, Wen-li

Li, Sheng-hong
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Text and Data Mining valid from 2018-09-01
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Article History

Received: 8 January 2015

Revised: 18 March 2018

First Online: 7 September 2018