The Implied Convexity of VIX Futures Article

Daigler, Robert T, Dupoyet, Brice, Patterson, Fernando M. The Implied Convexity of VIX Futures . JOURNAL OF DERIVATIVES, 23(3), 73-90. 10.3905/jod.2016.23.3.073

cited authors

  • Daigler, Robert T; Dupoyet, Brice; Patterson, Fernando M

sustainable development goals

authors

published in

keywords

  • Business & Economics
  • Business, Finance
  • FINANCIAL-MARKETS
  • JUMPS
  • MODEL
  • OPTIONS
  • Social Sciences
  • VOLATILITY

Digital Object Identifier (DOI)

publisher

  • INST INVESTOR INC

start page

  • 73

end page

  • 90

volume

  • 23

issue

  • 3