Pages that link to "Item:Q3121229"
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The following pages link to STATISTICS OF VIX FUTURES AND APPLICATIONS TO TRADING VOLATILITY EXCHANGE-TRADED PRODUCTS (Q3121229):
Displaying 5 items.
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- Trading Signals in VIX Futures (Q5075243) (← links)
- VIX VERSUS VXX: A JOINT ANALYTICAL FRAMEWORK (Q5147999) (← links)
- Consistent time‐homogeneous modeling of SPX and VIX derivatives (Q6054430) (← links)
- In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)