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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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2
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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