The Minding formula and its applications
β Scribed by Yi Fang
- Publisher
- Springer
- Year
- 1999
- Tongue
- English
- Weight
- 94 KB
- Volume
- 72
- Category
- Article
- ISSN
- 0003-889X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
We consider a continuous path of bounded symmetric Fredholm bilinear forms with arbitrary endpoints on a real Hilbert space, and we prove a formula that gives the spectral flow of the path in terms of the spectral flow of the restriction to a finite codimensional closed subspace. We also discuss the
In this study we present a closed-form, exact solution for the pricing of VIX futures in a stochastic volatility model with simultaneous jumps in both the asset price and volatility processes. The newly derived formula is then used to show that the well-known convexity correction approximations can