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    Woon Wook Jang, Young Ho Eom, Don H. Kim, Empirical Performance of Alternative Option Pricing Models with Stochastic Volatility and Leverage Effects, Asia-Pacific Journal of Financial Studies, 2014, 43, 3
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    David P Simon, Jim Campasano, The VIX Futures Basis:Evidence and Trading Strategies, The Journal of Derivatives, 2014, 21, 3, 54

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    David P. Simon, Jim Campasano, The VIX Futures Basis:Evidence and Trading Strategies, The Journal of Derivatives, 2014, 140213053240004

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    Bujar Huskaj, Marcus Nossman, A Term Structure Model for VIX Futures, Journal of Futures Markets, 2013, 33, 5
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    Yueh-Neng Lin, VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation, Journal of Banking & Finance, 2013, 37, 11, 4432

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    Jun Cheng, Meriton Ibraimi, Markus Leippold, Jin E. Zhang, A remark on Lin and Chang's paper ‘Consistent modeling of S&P 500 and VIX derivatives’, Journal of Economic Dynamics and Control, 2012, 36, 5, 708

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    Jinghong Shu, Jin E. Zhang, Causality in the VIX futures market, Journal of Futures Markets, 2012, 32, 1
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    Xingguo Luo, Jin E. Zhang, The Term Structure of VIX, Journal of Futures Markets, 2012, 32, 12
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