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~isPartOf:"International journal of financial engineering"
~person:"Li, Jiao"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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Trading VIX futures under mean reversion with regime switching
Li, Jiao
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011588132
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