Joint calibration of S&P 500 and VIX options under local stochastic volatility models
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DOI: 10.1002/ijfe.2686
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References listed on IDEAS
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Citations
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Cited by:
- Zhiqiang Zhou & Hongying Wu & Yuezhang Li & Caijuan Kang & You Wu, 2025. "Deep Learning Artificial Neural Network for Pricing Multi-Asset European Options," Mathematics, MDPI, vol. 13(4), pages 1-26, February.
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