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Kevin Röschli
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1.
The VIX Volatility Index - A Very Thorough Look at It
Number of pages: 47
Posted: 17 Jan 2019
Last Revised: 13 Aug 2023
Joerg Osterrieder
,
Lars Vetter
and Kevin Röschli
University of Twente,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
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Abstract:
VIX, trading, Black-Scholes, market manipulation, options, out-of-the money
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