Sven Samdal

Norwegian University of Science and Technology (NTNU)

Høgskoleringen

Trondheim NO-7491, 7491

Norway

  • Norwegian University of Science and Technology (NTNU)

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VIX Exchange Traded Products: Price Discovery, Hedging and Trading Strategy

Journal of Futures Markets, Forthcoming
Number of pages: 25 Posted: 24 Mar 2016
Christoffer Bordonado, Peter Molnár and Sven Samdal
Norwegian University of Science and Technology (NTNU), University of Stavanger and Norwegian University of Science and Technology (NTNU)
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VIX, exchange traded products, volatility, trading strategy