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Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index.

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Title: Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index.
Authors: Lu, Shan1 (AUTHOR) s.lu@kent.ac.uk
Source: Journal of Futures Markets. Jul2025, Vol. 45 Issue 7, p771-801. 31p.
Database: Business Source Ultimate
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        Value: 10.1002/fut.22591
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      – Code: eng
        Text: English
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        PageCount: 31
        StartPage: 771
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      – TitleFull: Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index.
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            – D: 01
              M: 07
              Text: Jul2025
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              Y: 2025
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