Published in

Institutional Investor Inc., Journal of Derivatives, 4(27), p. 77-88, 2020

DOI: 10.3905/jod.2020.1.096

Links

Tools

Export citation

Search in Google Scholar

Pricing VIX Futures under GJR-GARCH Process: An Analytical Approximation Method

Journal article published in 2020 by Xie Haibin, Mo Zhou, Tinghui Ruan
This paper was not found in any repository; the policy of its publisher is unknown or unclear.
This paper was not found in any repository; the policy of its publisher is unknown or unclear.

Full text: Unavailable

Question mark in circle
Preprint: policy unknown
Question mark in circle
Postprint: policy unknown
Question mark in circle
Published version: policy unknown
Data provided by SHERPA/RoMEO