Bounds for VIX futures given S&P 500 smiles
Crossref DOI link: https://doi.org/10.1007/s00780-017-0334-6
Published Online: 2017-06-07
Published Print: 2017-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Guyon, Julien
Menegaux, Romain
Nutz, Marcel
License valid from 2017-06-07