Pricing VIX options with realized volatility
Year of publication: |
2021
|
---|---|
Authors: | Tong, Chen ; Huang, Zhuo |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 41.2021, 8 (13.03.), p. 1180-1200
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
VIX term structure and VIX futures pricing with realized volatility
Huang, Zhuo, (2018)
-
The predictive power of macroeconomic uncertainty for commodity futures volatility
Huang, Zhuo, (2020)
-
Do VIX futures contribute to the valuation of VIX options?
Tong, Chen, (2021)
- More ...