No. 37-2, February 2017
Index
- Cross‐Hedging Ambiguous Exchange Rate Risk
- Differences in the Prices of Vulnerable Options with Different Counterparties
- Journal of Futures Markets: Volume 37, Number 2, February 2017
- Option Pricing with Threshold Mean Reversion
- Trading the VIX Futures Roll and Volatility Premiums with VIX Options
- VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy