Works matching IS 02707314 AND DT 2017 AND VI 37 AND IP 2
Results: 6
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
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- Publication type:
- Article
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
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- Publication type:
- Article
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
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- Publication type:
- Article
Cross-Hedging Ambiguous Exchange Rate Risk.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 2, p. 132, doi. 10.1002/fut.21793
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- Publication type:
- Article
Option Pricing with Threshold Mean Reversion.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 2, p. 107, doi. 10.1002/fut.21795
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- Publication type:
- Article
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