Quantifying the Variance Risk Premium in VIX Options
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: The Journal of Portfolio Management
سال: 2012
ISSN: 0095-4918,2168-8656
DOI: 10.3905/jpm.2012.38.3.143