A simplified pricing model for volatility futures
Year of publication: |
2011
|
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Authors: | Dupoyet, Brice ; Daigler, Robert T. ; Chen, Zhiyao |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 4, p. 307-339
|
Subject: | volatility trading | VIX-Futures | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Volatilität | Volatility | Theorie | Theory | USA | United States | 2004-2006 |
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