Index Catalog // Hyrax

Remover filtros

Filtragem por: Advisor Sturm, Stephan Palavra-chave ETFs

Price Impact in the VIX Futures Market and Mean-Field Games in two Order Books

Palavra-chave:

S&P500, VIX, ETFs, Price impact, ETNs, and VIX futures

O Criador:

Santawisook, Patchara

Advisor:

Sturm, Stephan

Editor:

Worcester Polytechnic Institute

Data Criada:

2022-12-07

Resource Type:

Dissertation

Degree:

PhD

Unit (Department):

Mathematical Sciences