Vector quantisation enables fast daily calibration of mixed Bergomi models to VIX futures and options, and a one-factor version may suffice.
Smile dynamics III.Risk, pages 90–96, October 2008
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Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation
Vector quantisation enables fast daily calibration of mixed Bergomi models to VIX futures and options, and a one-factor version may suffice.