A Note on the Premiums and Discounts Embedded in VIX...

The Journal of Investing 2015 / 05 Vol. 24; Iss. 2

A Note on the Premiums and Discounts Embedded in VIX Futures Prices

Jones, Travis L, Allen, Marcus T
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Volume:
24
Language:
english
Journal:
The Journal of Investing
DOI:
10.3905/joi.2015.24.2.069
Date:
May, 2015
File:
PDF, 517 KB
english, 2015
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