Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures (Q5112529)
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scientific article; zbMATH DE number 7206668
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures |
scientific article; zbMATH DE number 7206668 |
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Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures (English)
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29 May 2020
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VIX
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VIX futures
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stochastic volatility
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local volatility
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convex order
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inversion of convex ordering
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