A term structure model for VIX futures
Year of publication: |
2013
|
---|---|
Authors: | Huskaj, Bujar ; Nossman, Marcus |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 33.2013, 5, p. 421-442
|
Subject: | Derivat | Derivative | Zinsstruktur | Yield curve | Volatilität | Volatility |
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