VIX options traded on the CBOE have become popular volatility derivatives. As S&P500 vanilla options and VIX both depend on S&P500 volatility dynamics, it is important to understand the link between these products. In this paper, we bound VIX options from vanilla options and VIX futures. This...

This paper considers a scheduling problem motivated by transshipment terminals. Trucks delivering or picking up items at the terminal have to be sequenced. Here, inventory constraints must be considered, that is the current inventory level implied by initial inventory level, total amount if pick...