VIX OPTION IN A JUMP-DIFFUSION MODEL
Bachelor's
Saved in:
Main Author: | LI JIANGTAO |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203061 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Jump and volatility risk premiums implied by VIX
by: Duan, J.-C., et al.
Published: (2013) -
Nature of VIX jumps on market timing of hedge funds
by: LIN, Yueh-Neng, et al.
Published: (2012) -
Detecting Jump Activities on Ultra-High Frequency VIX: Pricing VIX Futures and Market Timing Hedge Funds
by: GOH, Choo Yong, Jeremy, et al.
Published: (2012) -
DISCRETE TIME JUMP DIFFUSION MODEL FOR OPTION PRICING
by: LI XIAOXI
Published: (2021) -
DISCRETE BARRIER OPTION PRICING IN JUMP-DIFFUSION MODEL
by: CHEN YANHUAN
Published: (2021)