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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
Saved in:
2
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
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