Pricing SPX and VIX Options Jointly with Stochastic Volatility and Jump Models
Author | : Frederik Knudsen |
Publisher | : |
Total Pages | : |
Release | : 2018 |
ISBN-10 | : OCLC:1091636855 |
ISBN-13 | : |
Rating | : 4/5 (55 Downloads) |
Book Synopsis Pricing SPX and VIX Options Jointly with Stochastic Volatility and Jump Models by : Frederik Knudsen
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