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The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
2
Equilibrium price of variance swaps under stochastic volatility with Lévy jumps and stochastic interest rate
Yang, Ben-Zhang
;
Yue, Jia
;
Huang, Nan-Jing
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012030903
Saved in:
3
Hedging European derivatives with the polynomial
variance
swap
under uncertain volatility environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
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