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~person:"Zhou, Zhiqiang"
~subject:"Derivative"
~subject:"Option pricing theory"
~subject:"weather derivatives"
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Zhou, Zhiqiang
Xu, Wei
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International journal of finance & economics : IJFE
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Joint calibration of S&P 500 and VIX options under local stochastic volatility models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
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