Trading the VIX futures roll and volatility premiums with VIX options
Year of publication: |
February 2017
|
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Authors: | Simon, David P. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 2, p. 184-208
|
Subject: | Indexderivat | Index derivative | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | USA | United States | 2007-2014 |
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