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Double-jump diffusion model for VIX: evidence from VVIX

https://doi.org/10.1080/14697688.2016.1159318
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The 24 checked references that resolve
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STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS
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A Term Structure Model for VIX Futures
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The 4 references without a DOI — listed, not checked
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no DOI — not checkedVIX dynamics with stochastic volatility of volatility
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