VIX Modeling for a Market Insider
Author:
Publisher
Elsevier BV
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference28 articles.
1. Enlargement of Filtration with Finance in View;A Aksamit;Springer Briefs in Quantitative Finance,2017
2. Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models;T Arai;International Journal of Theoretical and Applied Finance,2019
3. The short-time behavior of VIX-implied volatilities in a multifactor stochastic volatility framework;A Barletta;Mathematical Finance,2019
4. Modelling by L�vy processes for financial econometrics;O Barndorff-Nielsen;L�vy Processes,2001
5. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics;O Barndorff-Nielsen;Journal of the Royal Statistical Society: Series B (Statistical Methodology),2001
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