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~isPartOf:"Quantitative finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Simon, David P."
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Sector option implied volatility dynamics and predictability
Marks, Joseph M.
;
Simon, David P.
- In:
The journal of derivatives : the official publication …
25
(
2017
)
2
,
pp. 22-42
Persistent link: https://www.econbiz.de/10011941219
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The VIX futures basis : evidence and trading strategies
Simon, David P.
;
Campasano, Jim
- In:
The journal of derivatives : the official publication …
21
(
2014
)
3
,
pp. 54-69
Persistent link: https://www.econbiz.de/10010387686
Saved in:
3
The Nasdaq volatility index during and after the bubble
Simon, David P.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 9-24
Persistent link: https://www.econbiz.de/10001861474
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