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A multifactor transformed diffusion model with applications to VIX and VIX futures
Authors:
Author: Bu, Ruijun Jawadi, Fredj Li, Yuyi
Citation:
Author: Bu, Ruijun et al., A multifactor transformed diffusion model with applications to VIX and VIX futures, Econometric reviews , 39(1), 2020, pp. 27-53
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