The VIX futures basis : evidence and trading strategies
Year of publication: |
2014
|
---|---|
Authors: | Simon, David P. ; Campasano, Jim |
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. 21.2014, 3, p. 54-69
|
Subject: | Volatilität | Volatility | Derivat | Derivative |
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