A scaled version of the double-mean-reverting model for VIX derivatives

Jeonggyu Huh, Jaegi Jeon, Jeong Hoon Kim

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)

Fingerprint

Dive into the research topics of 'A scaled version of the double-mean-reverting model for VIX derivatives'. Together they form a unique fingerprint.

Economics, Econometrics and Finance