• Media type: E-Article
  • Title: A jump diffusion model for VIX volatility options and futures
  • Contributor: Psychoyios, Dimitris; Dotsis, George; Markellos, Raphael N.
  • Published: Springer Science and Business Media LLC, 2010
  • Published in: Review of Quantitative Finance and Accounting, 35 (2010) 3, Seite 245-269
  • Language: English
  • DOI: 10.1007/s11156-009-0153-8
  • ISSN: 0924-865X; 1573-7179
  • Keywords: Finance ; General Business, Management and Accounting ; Accounting
  • Origination:
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