VIX option pricing—Applied by affine models with tempered stable processes and stochastic parameter

YIN Yahua, WU Hengyu, PANG Ruoning, ZHU Fumin

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (10) : 2530-2545.

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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (10) : 2530-2545. DOI: 10.12011/1000-6788-2019-1294-16

VIX option pricing—Applied by affine models with tempered stable processes and stochastic parameter

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(10): 2530-2545 https://doi.org/10.12011/1000-6788-2019-1294-16

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