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Pricing VIX options with stochastic skew and asymmetric jumps

Crossref DOI link: https://doi.org/10.1007/s11766-020-3650-0

Published Online: 2020-03-22

Published Print: 2020-03

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

Authors

Jing, Bo

Li, Sheng-hong

Tan, Xiao-yu
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Text and Data Mining valid from 2020-03-01

Version of Record valid from 2020-03-01
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Article History

Received: 22 October 2018

Revised: 23 October 2019

First Online: 22 March 2020