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An analytical formula for VIX futures and its applications
Zhu, Song-ping; Lian, Guang-hua - In: The journal of futures markets 32 (2012) 2, pp. 166-190
Persistent link: https://www.econbiz.de/10009487022
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A closed-form exact solution for pricing variance swaps with stochastic volatility
Zhu, Song-ping; Lian, Guang-hua - In: Mathematical finance : an international journal of … 21 (2011) 2, pp. 233-256
Persistent link: https://www.econbiz.de/10008935680
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Pricing VIX options with stochastic volatility and random jumps
Lian, Guang-hua; Zhu, Song-ping - In: Decisions in economics and finance : DEF ; a journal of … 36 (2013) 1, pp. 71-88
Persistent link: https://www.econbiz.de/10009729063