Volatility information implied in the term structure of VIX.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 1, p. 56, doi. 10.1002/fut.21964
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2019 AND VI 39 AND IP 1
Results: 9
1
2
A general jump‐diffusion process to price volatility derivatives.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 1, p. 15, doi. 10.1002/fut.21962
- By:
- Publication type:
- Article
3
Robust upper bounds for American put options.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 1, p. 3, doi. 10.1002/fut.21961
- By:
- Publication type:
- Article
4
VIX term structure and VIX futures pricing with realized volatility.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 1, p. 72, doi. 10.1002/fut.21955
- By:
- Publication type:
- Article
5
Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge?
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 1, p. 109, doi. 10.1002/fut.21954
- By:
- Publication type:
- Article
6
Journal of Futures Markets: Volume 39, Number 1, January 2019.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 1, p. 1, doi. 10.1002/fut.21942
- Publication type:
- Article
7
Correlation risk and international portfolio choice.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 1, p. 128, doi. 10.1002/fut.21941
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- Publication type:
- Article
8
Quantile information share.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 1, p. 38, doi. 10.1002/fut.21940
- By:
- Publication type:
- Article
9
Option‐implied betas and the cross section of stock returns.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 1, p. 94, doi. 10.1002/fut.21936
- By:
- Publication type:
- Article