Output details
19 - Business and Management Studies
University of East Anglia
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Output 0 of 0 in the submission
Article title
A jump diffusion model for VIX volatility options and futures
Type
D - Journal article
Title of journal
Review of Quantitative Finance and Accounting
Article number
-
Volume number
35
Issue number
3
First page of article
245
ISSN of journal
1573-7179
Year of publication
2009
URL
-
Number of additional authors
2
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-