VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 2, p. 164, doi. 10.1002/fut.21786
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2017 AND VI 37 AND IP 2
Results: 6
1
2
Trading the VIX Futures Roll and Volatility Premiums with VIX Options.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 2, p. 184, doi. 10.1002/fut.21788
- By:
- Publication type:
- Article
3
Differences in the Prices of Vulnerable Options with Different Counterparties.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 2, p. 148, doi. 10.1002/fut.21789
- By:
- Publication type:
- Article
4
Cross-Hedging Ambiguous Exchange Rate Risk.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 2, p. 132, doi. 10.1002/fut.21793
- By:
- Publication type:
- Article
5
Option Pricing with Threshold Mean Reversion.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 2, p. 107, doi. 10.1002/fut.21795
- By:
- Publication type:
- Article
6
Journal of Futures Markets: Volume 37, Number 2, February 2017.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 2, p. 105, doi. 10.1002/fut.21809
- Publication type:
- Article