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Vix option pricing
Lin, Yueh-neng; Chang, Chien-hung - In: The journal of futures markets 29 (2009) 6, pp. 523-543
Persistent link: https://www.econbiz.de/10003842866
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Robust hedging performance and volatility risk in option markets : application to Standard and Poor's 500 and Taiwan index options
Han, Chuan-Hsiang; Chang, Chien-Hung; Kuo, Chii-Shyan; … - In: International review of economics & finance : IREF 40 (2015), pp. 160-173
Persistent link: https://www.econbiz.de/10011573571