Stochastic-volatility models and the pricing of VIX options
Year of publication: |
2013
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Authors: | Goard, Joanna ; Mazur, Mathew |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 23.2013, 3, p. 439-458
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Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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