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PRICING AND HEDGING OF VIX DERIVATIVES IN MODIFIED STOCHASTIC MODELS
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- Journal:
- Bulletin of the Australian Mathematical Society / Volume 108 / Issue 2 / October 2023
- Published online by Cambridge University Press:
- 23 June 2023, pp. 351-352
- Print publication:
- October 2023
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The allocation of offensive and defensive resources in a territorial game
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- Journal:
- Journal of Applied Probability / Volume 29 / Issue 1 / March 1992
- Published online by Cambridge University Press:
- 14 July 2016, pp. 190-195
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- March 1992
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