Valuation of VIX derivatives
- 期刊名称Journal of Financial Economics
- 作者Mencía, Javier; Sentana, Enrique
- 卷第108卷
- 期第2期
- 印刷ISSN0304-405X
- 文件大小1188.32KB
- 发表时间2013-5
- DOI10.1016/j.jfineco.2012.12.003
- 页码367-391
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