A Simplified Pricing Model for Volatility Futures Preprint

Dupoyet, Brice V, Daigler, Robert T, Chen, Zhiyao. A Simplified Pricing Model for Volatility Futures . 10.2139/ssrn.3360713

cited authors

  • Dupoyet, Brice V; Daigler, Robert T; Chen, Zhiyao

authors

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics

Digital Object Identifier (DOI)