CrossRef 2025

Unmasking stochastic volatility in discontinuous continuity approximations and extracting <inline-formula><tex-math id="M1">$ VIX $</tex-math></inline-formula> optionality directly from <inline-formula><tex-math id="M2">$ SPX $</tex-math></inline-formula> implied volatilities

Dilip B. Madan King Wang

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Dilip B. Madan

King Wang

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Madan, D.B., Wang, K. (2025). Unmasking stochastic volatility in discontinuous continuity approximations and extracting <inline-formula><tex-math id="M1">$ VIX $</tex-math></inline-formula> optionality directly from <inline-formula><tex-math id="M2">$ SPX $</tex-math></inline-formula> implied volatilities. https://doi.org/10.3934/fmf.2024010

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Tahun Terbit: 2025
Bahasa: en
Sumber Database: CrossRef
DOI: 10.3934/fmf.2024010
Akses: Terbatas