## Abstract Substantial progress has been made in developing more realistic option pricing models for S&P 500 index (SPX) options. Empirically, however, it is not known whether and by how much each generalization of SPX price dynamics improves VIX option pricing. This article fills this gap by firs
β¦ LIBER β¦
Supersymmetry in option pricing
β Scribed by T.K. Jana; P. Roy
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 205 KB
- Volume
- 390
- Category
- Article
- ISSN
- 0378-4371
No coin nor oath required. For personal study only.
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