Pages that link to "Item:Q2286994"
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The following pages link to VIX derivatives, hedging and vol-of-vol risk (Q2286994):
Displaying 8 items.
- Consistent modeling of S\&P 500 and VIX derivatives (Q609838) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- Dissecting the tracking performance of regular and leveraged VIX ETPs (Q2423929) (← links)
- Volatility Investing with Variance Swaps (Q3112458) (← links)
- Why is VIX a fear gauge? (Q3119650) (← links)
- GARCH and volatility swaps (Q4610268) (← links)
- The effects of asymmetric volatility and jumps on the pricing of VIX derivatives (Q5964763) (← links)
- Investigations to the optimal derivative-based investment and proportional reinsurance strategies (Q6536937) (← links)