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JOURNAL OF DERIVATIVES
Journal
Overview
Research
Identifiers
Other
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Overview
publication venue for
The Implied Convexity of VIX Futures
. 23:73-90.
2016
The Implied Convexity of VIX Futures
2016
Interest Rates and Credit Spread Dynamics
. 23:25-39.
2015
Intraday Trading and Bid-Ask Spread Characteristics for SPX and SPY Options
. 21:70-84.
2014
Research
category
BUSINESS, FINANCE
Category
Identifiers
International Standard Serial Number (ISSN)
1074-1240
Electronic International Standard Serial Number (EISSN)
2168-8524
Other
journal abbreviation
J DERIV
