Kyakutwika, N., & Alfeus, M. (2026). Parsimonious Mixed Bergomi Models for VIX Derivatives: Calibration and Estimation via Quantization. Stellenbosch : Stellenbosch University.
Successfully copied to clipboard
Copying to clipboard failed
Chicago Style (17th ed.) Citation
Kyakutwika, Nelson, and Mesias Alfeus. Parsimonious Mixed Bergomi Models for VIX Derivatives: Calibration and Estimation via Quantization. Stellenbosch : Stellenbosch University, 2026.
Successfully copied to clipboard
Copying to clipboard failed
MLA (9th ed.) Citation
Kyakutwika, Nelson, and Mesias Alfeus. Parsimonious Mixed Bergomi Models for VIX Derivatives: Calibration and Estimation via Quantization. Stellenbosch : Stellenbosch University, 2026.
Successfully copied to clipboard
Copying to clipboard failed
Warning: These citations may not always be 100% accurate.