VIX期权定价——基于随机参数的仿射调和稳态模型
尹亚华, 吴恒煜, 庞若宁, 朱福敏
VIX option pricing—Applied by affine models with tempered stable processes and stochastic parameter
YIN Yahua, WU Hengyu, PANG Ruoning, ZHU Fumin
系统工程理论与实践
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2020, (10): 2530
-2545
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DOI: 10.12011/1000-6788-2019-1294-16
