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~isPartOf:"Quantitative finance"
~person:"Fouque, Jean-Pierre"
~person:"Nguyen, Duy"
~subject:"Volatility"
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Fouque, Jean-Pierre
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Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options
Fouque, Jean-Pierre
;
Saporito, Y. F.
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1003-1016
Persistent link: https://www.econbiz.de/10011911259
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