Do VIX futures contribute to the valuation of VIX options?
Year of publication: |
2022
|
---|---|
Authors: | Tong, Chen ; Huang, Zhuo ; Wang, Tianyi |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 9, p. 1644-1664
|
Subject: | direct pricing | VIX futures | VIX options |
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