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PRICING AND HEDGING OF VIX DERIVATIVES IN MODIFIED STOCHASTIC MODELS
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- Journal:
- Bulletin of the Australian Mathematical Society / Volume 108 / Issue 2 / October 2023
- Published online by Cambridge University Press:
- 23 June 2023, pp. 351-352
- Print publication:
- October 2023
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- Article
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Pension Fund Management and Conditional Indexation
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 1 / May 2011
- Published online by Cambridge University Press:
- 09 August 2013, pp. 61-86
- Print publication:
- May 2011
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