Heston vol-of-vol and the VVIX

Fuente: arXiv

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Bibliographic Details
Main Author:	Healy, Jherek
Format:	Preprint
Published:	2025
Subjects:	Pricing of Securities Computational Finance Mathematical Finance Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.19611