The Vix Option Pricing Based on Stochastic Volatility Models

LIU Xiangdong, YANG Fei, PENG Zhi

Acta Mathematicae Applicatae Sinica ›› 2015, Vol. 38 ›› Issue (2) : 285-292.

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Acta Mathematicae Applicatae Sinica ›› 2015, Vol. 38 ›› Issue (2) : 285-292. DOI: 10.12387/C2015027

The Vix Option Pricing Based on Stochastic Volatility Models

  • LIU Xiangdong, YANG Fei, PENG Zhi
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2015, 38(2): 285-292 https://doi.org/10.12387/C2015027

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