Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Kyakutwika, Nelson, Alfeus, Mesias, Schlögl, Erik
Format:	Preprint
Published:	2025
Subjects:	Pricing of Securities
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2506.23409