Research on the efficacy of the iVIX index based on VIX pricing
Wenli Huang, Nan Zhang, Yong Chen, and Yueling Xu
| Year of publication: |
2024
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| Authors: | Huang, Wenli ; Zhang, Nan ; Chen, Yong ; Xu, Yueling |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 60.2024, 8, p. 1670-1690
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| Subject: | Hawkes process | iVIX | pricing options | VIX option pricing | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Volatilität | Volatility | Index-Futures | Index futures | Börsenkurs | Share price | Aktienindex | Stock index | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2023.2284322 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014567103