Ausgabe 1/2019
Inhalt (4 Artikel)
Pricing VIX derivatives with free stochastic volatility model
Wei Lin, Shenghong Li, Shane Chern, Jin E. Zhang
Pricing and risk of swing contracts in natural gas markets
Hendrik Kohrs, Hermann Mühlichen, Benjamin R. Auer, Frank Schuhmacher
Is trading in the shortest-term index options profitable?
Ging-Ginq Pan, Yung-Ming Shiu, Tu-Cheng Wu