VIX derivatives, hedging and vol-of-vol risk (Q2286994): Difference between revisions
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| Property / DOI: 10.1016/j.ejor.2019.11.034 / rank | |||
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| Property / DOI: 10.1016/J.EJOR.2019.11.034 / rank | |||
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Latest revision as of 20:17, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VIX derivatives, hedging and vol-of-vol risk |
scientific article |
Statements
VIX derivatives, hedging and vol-of-vol risk (English)
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23 January 2020
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risk management
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VIX options
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stochastic volatility of volatility
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hedging performance
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