The Fine Structure of Variance : Pricing VIX Derivatives in Consistent and Log-VIX Models
Year of publication: |
2016
|
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Authors: | Branger, Nicole |
Other Persons: | Kraftschik, Alexander (contributor) ; Völkert, Clemens (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (63 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 17, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2028285 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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