@inbook{e7481b7775a84501aab046af40a50f7b,
title = "Construction of Volatility Indices Using a Multinomial Tree Approximation Method",
keywords = "CBOE Market Volatility Index (VIX), CVIX-b, pVIX-b, market movement, Stochastic volatility quadrinomial tree",
author = "Dragos Bozdog and Ionu{\c t} Florescu and Khaldoun Khashanah and Hongwei Qiu",
year = "2011",
month = nov,
day = "7",
doi = "10.1002/9781118204580.ch5",
language = "English",
isbn = "9780470876886",
pages = "97--115",
booktitle = "Handbook of Modeling High-Frequency Data in Finance",
}