A regime switching quadratic model for VIX futures valuation
Zhigang Tong (Department of Mathematics and Statistics, University of Ottawa, Ottawa, Ontario, Canada)
| Year of publication: |
2015
|
|---|---|
| Authors: | Tong, Zhigang |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 4.2015, 3/4, p. 246-272
|
| Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011546005