Analysis of VIX Markets with a Time-Spread Portfolio (Q4585683)
From MaRDI portal
scientific article; zbMATH DE number 6933343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of VIX Markets with a Time-Spread Portfolio |
scientific article; zbMATH DE number 6933343 |
Statements
Analysis of VIX Markets with a Time-Spread Portfolio (English)
0 references
6 September 2018
0 references
VIX options
0 references
model-free pricing
0 references
time-spread portfolio
0 references
static hedging
0 references
stochastic volatility
0 references
0 references
0 references
