Pricing VIX Derivatives with Infinite-Activity Jumps
Year of publication: |
2019
|
---|---|
Authors: | Cao, Jiling |
Other Persons: | Ruan, Xinfeng (contributor) ; Su, Shu (contributor) ; zhang, wenjun (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Volatilität | Volatility |
Extent: | 1 Online-Ressource (46 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 30, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3478340 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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