SPX-VIX Risk Computations Via Perturbed Optimal Transport

Fuente: arXiv

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Bibliographic Details
Main Authors:	Che, Charlie, Lin, Hanxuan, Yang, Yudong, Hu, Guofan, Fang, Lei
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.10857