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. |
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| 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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