Cite
HARVARD Citation
Jeon, J. et al. (2021). Consistent and efficient pricing of SPX and VIX options under multiscale stochastic volatility. Journal of futures markets. 41 (5), pp. 559-576. [Online].
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Jeon, J. et al. (2021). Consistent and efficient pricing of SPX and VIX options under multiscale stochastic volatility. Journal of futures markets. 41 (5), pp. 559-576. [Online].