Valuation of VIX derivatives
Year of publication: |
2012
|
---|---|
Authors: | Mencía González, Javier ; Sentana, Enrique |
Publisher: |
Banco de España / Madrid : Banco de España, 2012 |
Subject: | Central tendency | Stochastic volatility | Jumps | Term structure | Volatility skews | Tendencia central | Volatilidad estocástica | Saltos | Estructura temporal | Curvas de volatibilidad implícita | Valoración de activos derivados |
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