The Implied Convexity of VIX Futures Article

Daigler, Robert T, Dupoyet, Brice, Patterson, Fernando M. (2016). The Implied Convexity of VIX Futures . JOURNAL OF DERIVATIVES, 10.3905/jod.2016.2016.1.049

cited authors

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

authors

publication date

  • February 11, 2016

published in

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics
  • 49 Mathematical Sciences
  • 4901 Applied Mathematics

Digital Object Identifier (DOI)

publisher

  • With Intelligence LLC