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VIX derivatives, hedging and vol-of-vol risk - MaRDI portal

VIX derivatives, hedging and vol-of-vol risk (Q2286994)

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VIX derivatives, hedging and vol-of-vol risk
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    VIX derivatives, hedging and vol-of-vol risk (English)
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    23 January 2020
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    risk management
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    VIX options
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    stochastic volatility of volatility
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    hedging performance
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