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The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
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Journal of econometrics
192
(
2016
)
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pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
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Estimating jump-diffusions using closed-form likelihood expansions
Li, Chenxu
;
Chen, Dachuan
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 51-70
Persistent link: https://www.econbiz.de/10011705232
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