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| Chapter title |
VIX Computation Based on Affine Stochastic Volatility Models in Discrete Time
|
|---|---|
| Chapter number | 7 |
| Book title |
Handbook of Recent Advances in Commodity and Financial Modeling
|
| Published by |
Springer, Cham, January 2018
|
| DOI | 10.1007/978-3-319-61320-8_7 |
| Book ISBNs |
978-3-31-961318-5, 978-3-31-961320-8
|
| Authors |
A. Hitaj, L. Mercuri, E. Rroji |