QUANTIFYING THE VARIANCE RISK PREMIUM IN VIX OPTIONS
| Year of publication: |
2012
|
|---|---|
| Authors: | Barnea, Amir ; Hogan, Reed |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 38.2012, 3, p. 143-149
|