Do VIX futures contribute to the valuation of VIX options?
| Year of publication: |
2021
|
|---|---|
| Authors: | Tong, Chen ; Huang, Zhuo ; Wang, Tianyi |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2021, 9 (18.10.), p. 1644-1664
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22278 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012808305