VIX futures
- 4 April 2006
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 26 (6) , 521-531
- https://doi.org/10.1002/fut.20209
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
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- A Guide to Volatility and Variance SwapsThe Journal of Derivatives, 1999
- A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency OptionsThe Review of Financial Studies, 1993
- A Theory of the Term Structure of Interest RatesEconometrica, 1985