The Implied Convexity of VIX Futures Article

Daigler, Robert T., Dupoyet, Brice, Patterson, Fernando M.. (2016). The Implied Convexity of VIX Futures . JOURNAL OF DERIVATIVES, 23(3), 73-90. 10.3905/jod.2016.23.3.073



cited authors

  • Daigler, Robert T.; Dupoyet, Brice; Patterson, Fernando M.

fiu authors

publication date

  • 2016

published in

Digital Object Identifier (DOI)

start page

  • 73

end page

  • 90

volume

  • 23

issue

  • 3

research area