Pricing VIX futures : evidence from integrated physical and risk-neutral probability measures
Year of publication: |
2007
|
---|---|
Authors: | Lin, Yueh-neng |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 12, p. 1175-1217
|
Subject: | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | USA | United States | 2004-2006 |
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