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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"SpringerLink / Bücher"
~person:"Lin, Yueh-neng"
~subject:"Forward-start strangles"
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Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
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