Joint calibration to SPX and VIX options with signature‐based models

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto‐Ferro
Format:	Artículo Open Access
Published:	Wiley 2024
Subjects:	Mathematical Finance
Online Access:	Acceder al recurso
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