The implied convexity of VIX futures
Year of publication: |
2016
|
---|---|
Authors: | Daigler, Robert T. ; Dupoyet, Brice ; Patterson, Fernando M. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 23.2016, 3, p. 73-90
|
Subject: | Derivat | Derivative | Volatilität | Volatility |
-
Spot market and derivative segment of equity in India
Sharma, Dheeraj P., (2022)
-
Price discovery and volatility spillovers in commodity market : a review of empirical literature
Seth, Neha, (2020)
-
Nandy, Suparna, (2016)
- More ...
-
The abnormal psychology of investment performance
Patterson, Fernando M., (2014)
-
The abnormal psychology of investment performance
Patterson, Fernando M., (2014)
-
A simplified pricing model for volatility futures
Dupoyet, Brice, (2011)
- More ...