Alexander Badran
- Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps\n Model
2012/03/27 by Jan Baldeaux, Baldeaux, Jan, Alexander Badran +1 · 1 citation
Economics, Econometrics and Finance · #Capital Investment and Risk Analysis #FOS: Economics and business #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications