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[2606.02336] VIX options in Bergomi models
Abstract page for arXiv paper 2606.02336: VIX options in Bergomi models
[2605.27945] Stochastic Volatility, Jumps, and Rates: A Unified Framework for Option Pricing and Term-Structure Simulation
Abstract page for arXiv paper 2605.27945: Stochastic Volatility, Jumps, and Rates: A Unified Framework for Option Pricing and Term-Structure Simulation