The performance of VIX option pricing models : empirical evidence beyond simulation
Zhiguang Wang; Robert T. Daigler
| Year of publication: |
2011
|
|---|---|
| Authors: | Wang, Zhiguang ; Daigler, Robert T. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 3, p. 251-281
|
| Subject: | VIX-Futures | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Performance-Messung | Performance measurement | USA | United States | 2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008908399