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~accessRights:"restricted"
~person:"Liu, Qiang"
~person:"Rockinger, Michael"
~subject:"Option trading"
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Liu, Qiang
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GARCH pricing and hedging of VIX options
Liu, Qiang
;
Jiao, Yuhan
;
Guo, Shuxin
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1039-1066
Persistent link: https://www.econbiz.de/10013287915
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