VIX derivatives, hedging and vol-of-vol risk (Q2286994)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: VIX derivatives, hedging and vol-of-vol risk |
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)
0 references
23 January 2020
0 references
risk management
0 references
VIX options
0 references
stochastic volatility of volatility
0 references
hedging performance
0 references
0 references
0 references
0 references
0 references
0.8104810118675232
0 references
0.8070273399353027
0 references
0.8042761087417603
0 references
0.7958236336708069
0 references
0.7733131051063538
0 references
