VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation

✍ Scribed by Lin, Yueh-Neng

• Book ID: 121287396
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 835 KB
• Volume: 37
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2013.03.006