Pricing VIX Futures and Options With Good and Bad Volatility of Volatility¶

Bibliographic record. Follow the original-source link for the publication.

Field	Value
Topics	volatility, research_methods
Authors	Zhiyu Guo, Zhuo Huang, Chen Tong
Published	2024-08-19
Source	Journal of Futures Markets
Identifiers	doi:10.1002/fut.22545
URL	Open original source

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