Pricing VIX futures: Evidence from integrated physical and risk-neutral probability measures
Version of Record online: 9 OCT 2007
© 2007 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 27, Issue 12, pages 1175–1217, December 2007
How to Cite
Lin, Y.-N. (2007), Pricing VIX futures: Evidence from integrated physical and risk-neutral probability measures. J. Fut. Mark., 27: 1175–1217. doi: 10.1002/fut.20291
- Issue online: 9 OCT 2007
- Version of Record online: 9 OCT 2007
- Manuscript Accepted: 10 JUN 2007
- Manuscript Received: 5 JUN 2007
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