Inference for VIX and Related Option Portfolios

Author(s)

Torben Gustav Andersen

Nicola Fusari

Viktor Todorov

Rasmus Varneskov

Date Published: 2024
Citations: Andersen, Torben Gustav, Nicola Fusari, Viktor Todorov, Rasmus Varneskov. 2024. Inference for VIX and Related Option Portfolios.
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