VIX futures and options : pricing and using volatility products to manage downside risk and improve efficiency in equity portfolios
Matthew T. Moran and Srikant Dash
Year of publication: |
2007
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Authors: | Moran, Matthew T. ; Dash, Srikant |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 22383803. - Vol. 2.2007, 3, p. 96-105
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