VIX derivatives, hedging and vol-of-vol risk
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Publication:2286994
DOI10.1016/j.ejor.2019.11.034zbMath1431.91399OpenAlexW2990768288WikidataQ126745947 ScholiaQ126745947MaRDI QIDQ2286994
Norman J. Seeger, Andreas Kaeck
Publication date: 23 January 2020
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://research.vu.nl/en/publications/b800f743-08d2-4010-a0c2-776d4366a6af
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Cites Work
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