The implied convexity of VIX futures
Robert T. Daigler, Brice Dupoyet, and Fernando M. Patterson
| Year of publication: |
2016
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|---|---|
| Authors: | Daigler, Robert T. ; Dupoyet, Brice ; Patterson, Fernando M. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 23.2016, 3, p. 73-90
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| Subject: | Derivat | Derivative | Volatilität | Volatility | Index-Futures | Index futures | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011687233