vix vs vxx options：How to Trade the VIX
How to Trade the VIX
VXX Options
https://www.tastylive.com
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.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 ...
Pricing VXX options by modeling VIX directly
https://onlinelibrary.wiley.co
We use VIX options as in-sample data, while VXX options are out-of-sample data.8 During this period, the average value of VXX is 35.83. The ...
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 ...
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 ...