Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures
B. Acciaio
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Julien Guyon
2020 ◽
Vol 11
(1)
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pp. SC1-SC13
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Beatrice Acciaio
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Julien Guyon
Dariusz Gatarek
◽
Juliusz Jablecki
Yu Tian
◽
Zili Zhu
◽
Fima Klebaner
◽
Kais Hamza
Yu Tian
◽
Zili Zhu
◽
Geoffrey Lee
◽
Thomas Lo
◽
Fima Klebaner
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...