A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 0960-1627 |
| Author | Cont, Rama, Kokholm, Thomas |
| Maintainer | CCSD |
| Last Updated | May 12, 2026, 12:27 (UTC) |
| Created | May 12, 2026, 12:27 (UTC) |
| Identifier | hal-00801536 |
| Language | en |
| contributor | Laboratoire de Probabilités et Modèles Aléatoires (LPMA) ; Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Cont, Rama |
| date | 2013-04-01T00:00:00 |
| harvest_object_id | b3ae0e7b-7a32-4342-a7b1-1cb44e6951c4 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-09-29T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.1111/j.1467-9965.2011.00492.x |
| set_spec | type:ART |