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Trading Signals in VIX Futures.

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Bibliographic Details
Title: Trading Signals in VIX Futures.
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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ISSN:1350486X
DOI:10.1080/1350486X.2021.2010584