VIX futures and its closed‐form pricing through an affine GARCH model with realized variance
| Year of publication: |
2020
|
|---|---|
| Authors: | Wang, Qi ; Wang, Zerong |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 41.2020, 1 (17.08.), p. 135-156
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22159 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012406790