Replicating the CBOE VIX using a synthetic volatility index...

Cogent Economics & Finance 2019 / 7 Vol. 7; Iss. 1

Replicating the CBOE VIX using a synthetic volatility index trading algorithm

Cary, Dayne, van Vuuren, Gary, McMillan, David
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Volume:
7
Language:
english
Journal:
Cogent Economics & Finance
DOI:
10.1080/23322039.2019.1641063
Date:
July, 2019
File:
PDF, 1.45 MB
english, 2019
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