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Consistency between S&P500 and VIX derivatives: Insights from model‐free VIX futures pricing |
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| Authors: | Hendrik Hülsbusch Alexander Kraftschik |
| Institution: | School of Business and Economics, Finance Center Muenster, University of Muenster, Münster, Germany |
| Abstract: | |
| Keywords: | model‐free pricing S&P500 options VIX futures VIX options Volatility risk |