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1 Ergebnisse
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Pricing VIX options based on mean-reverting models driven b..:
Yin, Ya-Hua
;
Zhu, Fu-min
;
Zheng, Zun-Xin
The North American Journal of Economics and Finance. 74 (2024) - p. 102203 , 2024
Link:
https://doi.org/10.1016/j.najef.2024.102203
RT Journal T1 <Title>Pricing VIX options based on mean-reverting models driven by information</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.najef.2024.102203&Exemplar=1&LAN=DE A1 Yin, Ya-Hua A1 Zhu, Fu-min A1 Zheng, Zun-Xin PB Elsevier BV YR 2024 SN 1062-9408 JF The North American Journal of Economics and Finance VO 74 SP 102203 LK http://dx.doi.org/https://doi.org/10.1016/j.najef.2024.102203 DO https://doi.org/10.1016/j.najef.2024.102203 SF ELIB - SuUB Bremen
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