Analysis of VIX Markets with a Time-Spread Portfolio (Q4585683)
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scientific article; zbMATH DE number 6933343
Language | Label | Description | Also known as |
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English | Analysis of VIX Markets with a Time-Spread Portfolio |
scientific article; zbMATH DE number 6933343 |
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Analysis of VIX Markets with a Time-Spread Portfolio (English)
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6 September 2018
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VIX options
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model-free pricing
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time-spread portfolio
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static hedging
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stochastic volatility
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