An analytical formula for VIX futures and its applications.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 2, p. 166, doi. 10.1002/fut.20512
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2012 AND VI 32 AND IP 2
Results: 6
1
2
Speculation and hedging in the currency futures markets: Are they informative to the spot exchange rates.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 2, p. 122, doi. 10.1002/fut.20511
- By:
- Publication type:
- Article
3
Quantitative impact of correlation errors on basket options with time-varying correlations.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 2, p. 152, doi. 10.1002/fut.20515
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- Publication type:
- Article
4
Comment on 'A new simple square root option pricing model'.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 2, p. 191, doi. 10.1002/fut.20526
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- Publication type:
- Article
5
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 2, p. 99, doi. 10.1002/fut.20514
- By:
- Publication type:
- Article
6
Reply to 'A comment on 'A new simple square root option pricing model''.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 2, p. 199, doi. 10.1002/fut.20529
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- Publication type:
- Article