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~isPartOf:"Journal of Futures Markets"
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Journal of Futures Markets
The journal of futures markets
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Economic modelling
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China economic journal : the official journal of the China Center for Economic Research (CCER) at Peking University
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
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