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
open access
- DOI
- 10.1016/j.jbankfin.2026.107719
- Volume
- 188
- Pages
- 107719
- Language
- en
- Sources
-
semanticscholar
crossref
openalex
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