Journal of Banking & Finance Vol. 188 2026

Joint valuation of SPX and VIX options by GARCH models with bad and good environments

Zerong Wang¹; Gongqiu Zhang²

¹ University of Science and Technology of China · ² Chinese University of Hong Kong, Shenzhen

DOI

10.1016/j.jbankfin.2026.107719

Volume

188

Pages

107719

Language

en

Sources

semanticscholar crossref openalex

Cite

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