Cheng, L., Cheng, X., & Peng, X. (2024). Joint Pricing in SPX and VIX Derivative Markets with Composite Change of Time Models.
Style de citation Chicago (17e éd.)Cheng, Liexin, Xue Cheng, et Xianhua Peng. Joint Pricing in SPX and VIX Derivative Markets with Composite Change of Time Models. 2024.
Style de citation MLA (9e éd.)Cheng, Liexin, et al. Joint Pricing in SPX and VIX Derivative Markets with Composite Change of Time Models. 2024.
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