Meriton Ibraimi und Consistent - Info zur Person

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A remark on Lin and Chang's paper 'Consistent modeling ...RePEc: Research Papers in Economics

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von J CHENG · · Zitiert von: 17 — Meriton IBRAIMI. (University of Zurich). Markus LEIPPOLD. (University of Zurich and Swiss Finance Institute). Jin E. ZHANG. (University of Hong Kong and ...

Instantaneous Squared VIX and VIX DerivativesACFR - AUT

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von X Luo · Zitiert von: 26 — [10] Cheng, Jun, Meriton Ibraimi, Markus Leippold and Jin E. Zhang, 2012, A remark on Lin and Chang's paper “Consistent modeling of S&P 500 and VIX ...

A Remark on Lin and Chang's Paper ‘Consistent Modeling of S&P 500 and...

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[16] and [17] establish a VIX futures and option pricing theory when modeling S&P 500 index by using a stochastic volatility process with asset return and volat

A remark on Lin and Chang's paper 'Consistent modeling ...ScienceDirect.com

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von J Cheng · · Zitiert von: 17 — Meriton Ibraimi c , Markus ... Acknowledgments. We thank Carl Chiarella and an anonymous referee for helpful comments. Markus Leippold and Meriton Ibraimi ...

EconPapers: A remark on Lin and Chang's paper ‘Consistent modeling of...

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By Jun Cheng, Meriton Ibraimi, Markus Leippold and Jin E. Zhang; Abstract: Lin and Chang (2009, 2010) establish a VIX futures and option pricing theory when ...

Publications - jinzhanghomepage

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Cheng, Jun, Meriton Ibraimi, Markus Leippold and Jin E. Zhang, 2012, A Remark on Lin and Chang's Paper `Consistent modeling of S&P 500 and VIX ...

(PDF) Rejoinder to a remark on Lin and Chang's paper 'Consistent ...www.academia.edu › Rejoinder_to_a_remark_on_L...

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Markus Leippold and Meriton Ibraimi gratefully acknowledge financial support from the Swiss Finance Institute (SFI) and Bank Vontobel.

Markus Leippold Curriculum Vitae February PDF Free Download

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... s paper Consistent modeling of S&P 500 and VIX derivatives (with Jun Cheng, Meriton Ibraimi, and Jin E. Zhang), Journal of Economic Dynamics and Control, ...

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