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~person:"Barletta, Andrea"
~person:"Pugliese, Virginia"
~subject:"Portfolio-Management"
~subject:"Volatility tail-risk"
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Barletta, Andrea
Pugliese, Virginia
Santucci de Magistris, Paolo
5
Caporin, Massimiliano
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Ranaldo, Angelo
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Sloth, David
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Violante, Francesco
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A non-structural investigation of VIX risk neutral density
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
- In:
Journal of banking & finance
99
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012162287
Saved in:
2
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
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