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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~language:"mul"
~person:"Grasselli, Martino"
~source:"econis"
~subject:"Supply chain"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Interview"
~type_genre:"Textbook"
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International journal of theoretical and applied finance
Decisions in economics and finance : a journal of applied mathematics
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Journal of economic dynamics & control
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VIX versus VXX : a joint analytical framework
Grasselli, Martino
;
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012496543
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2
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
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