Consistent Pricing of VIX and Equity Derivatives with the 4/2 Stochastic Volatility Plus Jumps Model - Wei Lin, Shenghong Li, Xingguo Luo, Shane Chern

Consistent Pricing of VIX and Equity Derivatives with the 4/2 Stochastic Volatility Plus Jumps Model - Wei Lin, Shenghong Li, Xingguo Luo, Shane Chern | Arena