Analysis of VIX markets with a time-spread portfolio (Q4585683)
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scientific article; zbMATH DE number 6933343
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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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0.7460010647773743
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0.7283603549003601
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0.7179843187332153
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0.7146706581115723
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0.7098519802093506
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