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~isPartOf:"Applied economics"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Energy economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Tinbergen Institute Discussion Paper"
~person:"Detemple, Jérôme B."
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Welt"
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Detemple, Jérôme B.
Koopman, Siem Jan
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Applied economics
Econometrics : open access journal
Energy economics
Mathematical finance : an international journal of mathematics, statistics and financial economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Tinbergen Institute Discussion Paper
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On American VIX options under the generalized 3/2 and 1/2 models
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 550-581
Persistent link: https://www.econbiz.de/10011969085
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