Similar Search Results

Intryck och erfarenheter från svenskt arbetareliv

Larsson, Karl - In: Studier i svenskt näringsliv : tillägnade Jacob Wallenberg, (pp. 215-219). 1942

Persistent link: https://www.econbiz.de/10002353413

Analytical approximation of contingent claims

Larsson, Karl - 2009

Persistent link: https://www.econbiz.de/10008650218

Pricing commodity swaptions in multifactor models

Larsson, Karl - In: The journal of derivatives : the official publication … 19 (2011) 2, pp. 32-44

Persistent link: https://www.econbiz.de/10009413614

Parametric heat wave insurance

Larsson, Karl - In: Journal of commodity markets 31 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014477784

A Term Structure Model for VIX Futures

Huskaj, Bujar; Nossman, Marcus - In: Journal of Futures Markets 33 (2013) 5, pp. 421-442

Persistent link: https://www.econbiz.de/10010638693

Two order books are better than one? : Trading At Settlement (TAS) in VIX futures

Huskaj, Bujar; Nordén, Lars L. - In: The journal of futures markets 35 (2015) 6, pp. 506-521

Persistent link: https://www.econbiz.de/10011405402

A term structure model for VIX futures

Huskaj, Bujar; Nossman, Marcus - In: The journal of futures markets 33 (2013) 5, pp. 421-442

Persistent link: https://www.econbiz.de/10009726369

A Term Structure Model for VIX Futures

Huskaj, Bujar; Nossman, Marcus - In: The journal of futures markets 33 (2013) 5, pp. 421-442

Persistent link: https://www.econbiz.de/10010072343

VIX Futures Trading Activity and Volatility

Huskaj, Bujar - 2016

This study extends the literature on the relation between trading activity and volatility by looking at a new asset class in the form of VIX futures, and by decomposing each side of the relation into two components. The results confirm several findings documented in prior studies: The number of...

Persistent link: https://www.econbiz.de/10013007322

Two Order Books Are Better than One? Trading at Settlement (TAS) in VIX Futures

Huskaj, Bujar - 2014

We examine the effects from the Trading At Settlement (TAS) introduction on VIX futures market quality. We find that the VIX futures market exhibits higher trading activity and better liquidity after the TAS introduction. VIX futures traders use the TAS limit order book to execute large...

Persistent link: https://www.econbiz.de/10013053977