Pricing Vulnerable Options With Variance Gamma Systematic and Idiosyncratic Factors by Laplace Transform Inversion.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 1, p. 47, doi. 10.1002/fut.22554
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2025 AND VI 45 AND IP 1
Results: 4
1
2
Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 1, p. 23, doi. 10.1002/fut.22553
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- Publication type:
- Article
3
Optimal Versus Naive Diversification in Commodity Futures Markets.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 1, p. 3, doi. 10.1002/fut.22550
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- Publication type:
- Article
4
Journal of Futures Markets: Volume 45, Number 1, January 2025.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 1, p. 1, doi. 10.1002/fut.22517
- Publication type:
- Article