Pricing VIX options with volatility clustering
Author:
Affiliation:
1. Department of Mathematics, School of Mathematical SciencesZhejiang University Hangzhou China
2. Department of Financial Engineering, College of Finance and StatisticsHunan University Changsha China
Funder
National Natural Science Foundation of China
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22092
Reference38 articles.
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