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~person:"Cho, Jang Hyung"
~person:"Dupoyet, Brice"
~subject:"Theory"
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Cho, Jang Hyung
Dupoyet, Brice
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A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
2
Derivatives pricing and liquidity dominance alternative trading venues
Cho, Jang Hyung
;
Daigler, Robert T.
- In:
Journal of derivatives & hedge funds
17
(
2011
)
3
,
pp. 198-218
Persistent link: https://www.econbiz.de/10009385298
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