Cite
HARVARD Citation
Yan, Y. et al. (2022). An Ornstein–Uhlenbeck Model with the Stochastic Volatility Process and Tempered Stable Process for VIX Option Pricing. Mathematical problems in engineering. p. . [Online].
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Yan, Y. et al. (2022). An Ornstein–Uhlenbeck Model with the Stochastic Volatility Process and Tempered Stable Process for VIX Option Pricing. Mathematical problems in engineering. p. . [Online].