Vix Pricing in the Rbergomi Model Under a Regime Switching Change of Measure

AuthID
 P-00Y-40X
2
Author(s)
Guerreiro, H
·
Document Type
Article in Press
Year published
2023
Published
in QUANTITATIVE FINANCE, ISSN: 1469-7688
Indexing
Wos®
Scopus®
Google Scholar®
Publication Identifiers
Scopus: 2-s2.0-85150436233
Wos: WOS:000945738600001
Source Identifiers
ISSN: 1469-7688
Export Publication Metadata
Marked List
 Add to Marked List
Info
At this moment we don't have any links to full text documens.

A place for researchers and their institutions

Useful Links

Get Help

© 2024 CRACS & Inesc TEC - All Rights Reserved Privacy Policy | Terms of Service