Skip to main content

Discussion of: The effect of asymmetric volatility and jumps on the pricing of VIX derivatives by Yang-Ho Park

Oberoi, Jaideep S (2014) Discussion of: The effect of asymmetric volatility and jumps on the pricing of VIX derivatives by Yang-Ho Park. In: IFSID Third Conference on Derivatives, 25 - 26 Sep 2014, Montreal, Canada. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. (Contact us about this Publication)
Official URL
https://cdi-icd.org/en/blog/2014/09/25/2014-editio...
Item Type: Conference or workshop item (Other)
Uncontrolled keywords: Paper Discussion
Subjects: H Social Sciences > HG Finance
Divisions: Faculties > Social Sciences > Kent Business School > Accounting and Finance
Depositing User: Jaideep S Oberoi
Date Deposited: 15 Dec 2018 15:36 UTC
Last Modified: 30 May 2019 08:35 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/71089 (The current URI for this page, for reference purposes)
Oberoi, Jaideep S: https://orcid.org/0000-0002-1101-7612
  • Depositors only (login required):