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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Jing, Bo"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Experiment"
~subject:"Index futures"
~subject:"Option trading"
~subject:"Volatility"
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Jing, Bo
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The North American journal of economics and finance : a journal of financial economics studies
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Consistent pricing of VIX options with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
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