Trading Signals in VIX Futures.
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| Title: | Trading Signals in VIX Futures. |
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| Authors: | Avellaneda, Marco1 (AUTHOR), Li, Thomas Nanfeng1 (AUTHOR), Papanicolaou, Andrew2 (AUTHOR) apapani@ncsu.edu, Wang, Gaozhan3 (AUTHOR) |
| Source: | Applied Mathematical Finance. Jul2021, Vol. 28 Issue 3, p275-298. 24p. |
| Database: | Mathematics Source |
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