Pricing VIX derivatives with infinite‐activity jumps
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DOI: 10.1002/fut.22074
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- Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2020. "Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19," Working Papers 1-2021, Copenhagen Business School, Department of Economics.
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- Liang Wang & Weixuan Xia, 2020. "Power-type derivatives for rough volatility with jumps," Papers 2008.10184, arXiv.org, revised Nov 2021.
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