Regime-switching stochastic volatility model: estimation and calibration to VIX options
- 期刊名称Applied Mathematical Finance
- 作者Goutte, Stéphane; Ismail, Amine; Pham, Huyên
- 卷第24卷
- 期第1期
- 印刷ISSN1350-486X
- 电子ISSN1466-4313
- 文件大小3215.51KB
- 发表时间2017-01-02
- DOI10.1080/1350486x.2017.1333015
- 页码38-75
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