Lu, S., Phimister, E. (2021) VIX derivatives valuation: The effects of jump contagion. [Conference item] (Unpublished) (The full text of this publication is not currently available from this repository.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) (KAR id:93486)
| 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://www.cmstatistics.org/RegistrationsV2/CMSta... |
|
| Item Type: | Conference item (Other) |
|---|---|
| Subjects: |
H Social Sciences > HA Statistics H Social Sciences > HG Finance |
| Institutional Unit: | Schools > Kent Business School |
| Former Institutional Unit: |
Divisions > Kent Business School - Division > Department of Accounting and Finance
|
| Depositing User: | Shan Lu |
| Date Deposited: | 06 Mar 2022 17:37 UTC |
| Last Modified: | 09 Jun 2026 15:14 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/93486 (The current URI for this page, for reference purposes) |
University of Kent Author Information
Lu, S..
| Creator's ORCID: |
 https://orcid.org/0000-0002-7588-8599
|
|---|---|
| CReDIT Contributor Roles: |
- Export to:
- RefWorks
- EPrints3 XML
- BibTeX
- CSV
- Depositors only (login required):
Total Views
Total Views
