Pages that link to "Item:Q3444867"
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The following pages link to VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING (Q3444867):
Displaying 10 items.
- A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives' (Q419485) (← links)
- Consistent modeling of S\&P 500 and VIX derivatives (Q609838) (← links)
- Pricing VXX option with default risk and positive volatility skew (Q1927010) (← links)
- A non-linear dynamic model of the variance risk premium (Q2347731) (← links)
- Dissecting the tracking performance of regular and leveraged VIX ETPs (Q2423929) (← links)
- Fed funds futures variance futures (Q4554512) (← links)
- VIX futures term structure and the expectations hypothesis (Q4991047) (← links)
- Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238) (← links)
- Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk (Q5379240) (← links)
- Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation (Q6053120) (← links)