vix vs vxx options：Pricing VXX options by modeling VIX directly
Pricing VXX options by modeling VIX directly
How to Trade the VIX
https://www.investopedia.com
Similar to VXX, the returns for VXZ are better in the short term versus the long term. Below are the performance returns based on available time periods as of ...
Joint calibration of VIX and VXX options
https://www.tandfonline.com
This paper studies the effects of volatility clustering on the joint calibration of VIX and VXX options. We find that model which incorporates volatility ...
VIX VERSUS VXX
https://www.worldscientific.co
We propose a framework for modeling in a consistent manner the VIX index and the VXX, an exchange-traded note written on the VIX. Our study enables to link ...
VIX vs VXX
https://www.econbiz.de
We propose a framework for modeling in a consistent manner the VIX index and the VXX, an exchange-traded note written on the VIX. Our study enables to link ...
VIX vs VXX
https://www.researchgate.net
We propose a framework for modeling in a consistent manner the VIX index and the VXX, an exchange-traded note written on the VIX. Our study enables to link ...
VXX Options
https://www.tastylive.com