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Pricing VIX options with realized volatility
Tong, Chen; Huang, Zhuo - In: Journal of Futures Markets 41 (2021) 8, pp. 1180-1200
Persistent link: https://www.econbiz.de/10012535209
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Do VIX futures contribute to the valuation of VIX options?
Tong, Chen; Huang, Zhuo; Wang, Tianyi - In: Journal of Futures Markets 42 (2021) 9, pp. 1644-1664
Persistent link: https://www.econbiz.de/10012808305
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VIX term structure and VIX futures pricing with realized volatility
Huang, Zhuo; Tong, Chen; Wang, Tianyi - In: Journal of Futures Markets 39 (2018) 1, pp. 72-93
Persistent link: https://www.econbiz.de/10012082148