Author: "Tan, Xiao-Yu" / Topic: 62p05 - Searchworks@Jio Institute Digital Library Search Results

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Start Over Author "Tan, Xiao-Yu" Topic 62p05

2 results on '"Tan, Xiao-Yu"'

1. Pricing VIX options with stochastic skew and asymmetric jumps

Author: Jing, Bo, Li, Sheng-hong, and Tan, Xiao-yu
Published: 2020
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2. Pricing VIX options in a 3/2 plus jumps model

Author: Tan, Xiao-yu, Wang, Cheng-xiang, Huang, Wen-li, and Li, Sheng-hong
Published: 2018
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