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Pricing VIX Futures and Options With Good and Bad Volatility of Volatility
Pricing VIX Futures and Options With Good and Bad Volatility of Volatility
Fuente:
Wiley Open Access
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Bibliographic Details
Main Authors:
Zhiyu Guo
,
Zhuo Huang
,
Chen Tong
Format:
Artículo Open Access
Published:
Wiley
2024
Subjects:
Journal of Futures Markets
Online Access:
Acceder al recurso
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https://onlinelibrary.wiley.com/doi/10.1002/fut.22545
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