Local volatility of volatility for the VIX market
Year of publication: |
2013
|
---|---|
Authors: | Drimus, Gabriel ; Farkas, Walter |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 16.2013, 3, p. 267-293
|
Subject: | VIX futures | VIX options | Volatility of volatility | Volatility derivatives | Volatilität | Volatility | Derivat | Derivative | Optionsgeschäft | Option trading |
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