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Vix Option Pricing With Exponentially Decaying Jumps

Year: 2026

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s021902492650024x

Authors: ZHEQI FAN, YUE KUEN KWOK, YIFAN YE

Institutions: Hong Kong University of Science and Technology, The Hong Kong University of Science and Technology (Guangzhou), Beijing Normal-Hong Kong Baptist University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7212159014

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