The authors gratefully acknowledge the proofreading of the entire manuscript by, as well as many valuable comments from, Prof. Robert J. Elliott of the University of Adelaide, Australia.
An analytical formula for VIX futures and its applications†
Version of Record online: 8 FEB 2011
© 2011 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 32, Issue 2, pages 166–190, February 2012
How to Cite
Zhu, S.-P. and Lian, G.-H. (2012), An analytical formula for VIX futures and its applications. J. Fut. Mark., 32: 166–190. doi: 10.1002/fut.20512
- Issue online: 2 DEC 2011
- Version of Record online: 8 FEB 2011
- Manuscript Accepted: DEC 2010
- Manuscript Received: AUG 2009
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