Do VIX futures contribute to the valuation of VIX options?
Chen Tong, Zhuo Huang, Tianyi Wang
| Year of publication: |
2022
|
|---|---|
| Authors: | Tong, Chen ; Huang, Zhuo ; Wang, Tianyi |
| Subject: | direct pricing | VIX futures | VIX options | Optionsgeschäft | Option trading | Volatilität | Volatility | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22278 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465803