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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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The journal of portfolio management : a publication of Institutional Investor
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Quantifying the variance risk premium in VIX options
Barnea, Amir
;
Hogan, Reed
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
3
,
pp. 143-148
Persistent link: https://www.econbiz.de/10009669616
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QUANTIFYING THE VARIANCE RISK PREMIUM IN VIX OPTIONS
Barnea, Amir
;
Hogan, Reed
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
3
,
pp. 143-149
Persistent link: https://www.econbiz.de/10009971729
Saved in:
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