Stochastic Volatility Modeling
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Chapman and Hall/CRC
Cited by 31 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Joint calibration of VIX and VXX options: does volatility clustering matter?;The European Journal of Finance;2023-12-30
2. Infinite Horizon Irregular Quadratic BSDE and Applications to Quadratic PDE and Epidemic Models with Singular Coefficients;Axioms;2023-11-21
3. From Constant to Rough: A Survey of Continuous Volatility Modeling;Mathematics;2023-10-08
4. A general framework for a joint calibration of VIX and VXX options;Annals of Operations Research;2023-02-04
5. Kelvin Waves, Klein-Kramers and Kolmogorov Equations, Path-Dependent Financial Instruments: Survey and New Results;SSRN Electronic Journal;2023
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