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WorksEconomics, Econometrics and Finance

A Rough Instantaneous Squared VIX Model for Term Structure and Option Pricing

Tianfeng Yang, Wen Su, Blanka Horvath

Published Fresh — added to the Hub within the last 30 daysv1

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vlnc:W_4s4626wm
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Fresh — added to the Hub within the last 30 days
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  • Economics, Econometrics and Finance

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