Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model

By Tianyi Wang, Yiwen Shen, Yueting Jiang, Zhuo Huang. 2017

49 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/4ec6b6bbcbef51158a2f2285efb63ecec9afd477