Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
STATISTICS OF VIX FUTURES AND APPLICATIONS TO TRADING VOLATILITY EXCHANGE-TRADED PRODUCTS - MaRDI portal

STATISTICS OF VIX FUTURES AND APPLICATIONS TO TRADING VOLATILITY EXCHANGE-TRADED PRODUCTS (Q3121229)

From MaRDI portal
scientific article
Language Label Description Also known as
English
STATISTICS OF VIX FUTURES AND APPLICATIONS TO TRADING VOLATILITY EXCHANGE-TRADED PRODUCTS
scientific article

    Statements

    title
    STATISTICS OF VIX FUTURES AND APPLICATIONS TO TRADING VOLATILITY EXCHANGE-TRADED PRODUCTS (English)
    0 references
    author
    Andrew Papanicolaou
    0 references
    Marco Avellaneda
    0 references
    publication date
    15 March 2019
    0 references
    zbMATH Keywords
    VIX futures
    0 references
    volatility ETNs
    0 references
    contango
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    62P05
    0 references
    62H25
    0 references
    zbMATH DE Number
    7036797
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3121229&oldid=36479870"
    Powered by MediaWiki