Vix Pricing in the Rbergomi Model Under a Regime Switching Change of Measure

AuthID
 P-00Y-40X
2
Author(s)
Guerreiro, H
·
Tipo de Documento
Article in Press
Year published
2023
Publicado
in QUANTITATIVE FINANCE, ISSN: 1469-7688
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Publication Identifiers
SCOPUS: 2-s2.0-85150436233
Wos: WOS:000945738600001
Source Identifiers
ISSN: 1469-7688
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