An analytical formula for VIX futures and its applications
Year of publication: |
2012
|
---|---|
Authors: | Zhu, Song-ping ; Lian, Guang-hua |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 2, p. 166-190
|
Subject: | Hedging | Börsenkurs | Share price | Futures | USA | United States | Volatilität | Volatility |
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