A Term Structure Model for VIX Futures
| Year of publication: |
2013
|
|---|---|
| Authors: | Huskaj, Bujar ; Nossman, Marcus |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 33.2013, 5, p. 421-442
|