VIX derivatives, hedging and vol-of-vol risk (Q2286994)
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scientific article; zbMATH DE number 7156972
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | VIX derivatives, hedging and vol-of-vol risk |
scientific article; zbMATH DE number 7156972 |
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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0.8104810118675232
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0.8070273399353027
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0.8042761087417603
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0.7958236336708069
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0.7733131051063538
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