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Psychoyios, Dimitris, Dotsis, George and Markellos, Raphael N. (2010) A jump diffusion model for VIX volatility options and futures. Review of Quantitative Finance and Accounting, 35 (3). pp. 245-269. ISSN 1573-7179
Symeonidis, L., Daskalakis, G. ORCID: https://orcid.org/0000-0003-4421-7167 and Markellos, R.N. (2010) Does the weather affect stock market volatility? Finance Research Letters, 7 (4). pp. 214-223.