Good Volatility, Bad Volatility, and VIX Futures Pricing: Evidence from the Decomposition of VIX.
- Published in:
- Journal of Derivatives, 2023, v. 30, n. 3, p. 117, doi. 10.3905/jod.2022.1.174
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2023 AND VI 30 AND IP 3
Results: 7
1
2
Sector Option Correlation Premiums and Predictable Changes in Implied Volatility.
- Published in:
- Journal of Derivatives, 2023, v. 30, n. 3, p. 84, doi. 10.3905/jod.2022.1.171
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- Publication type:
- Article
3
Pricing Total Return Swaps.
- Published in:
- Journal of Derivatives, 2023, v. 30, n. 3, p. 66, doi. 10.3905/jod.2022.1.167
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- Publication type:
- Article
4
On the Term Structure of VIX Futures' Implied Convexity.
- Published in:
- Journal of Derivatives, 2023, v. 30, n. 3, p. 10, doi. 10.3905/jod.2022.1.170
- By:
- Publication type:
- Article
5
Multi-Asset Option Pricing Using Normal Tempered Stable Processes with Stochastic Correlation.
- Published in:
- Journal of Derivatives, 2023, v. 30, n. 3, p. 42, doi. 10.3905/jod.2022.1.175
- By:
- Publication type:
- Article
6
Improving and Extending the Wu-Zhu Static Hedge.
- Published in:
- Journal of Derivatives, 2023, v. 30, n. 3, p. 26, doi. 10.3905/jod.2022.1.173
- By:
- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Derivatives, 2023, v. 30, n. 3, p. 1, doi. 10.3905/jod.2023.30.3.001
- By:
- Publication type:
- Article