Kyakutwika, N., Alfeus, M., & Schlögl, E. (2025). Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation.
Chicago Style (17th ed.) CitationKyakutwika, Nelson, Mesias Alfeus, and Erik Schlögl. Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation. 2025.
MLA (9th ed.) CitationKyakutwika, Nelson, et al. Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation. 2025.
Warning: These citations may not always be 100% accurate.