Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures.
Beatrice AcciaioJulien GuyonPublished in: SIAM J. Financial Math. (2020)
Keyphrases
- financial markets
- stock market
- image reconstruction
- communication networks
- communication systems
- stock price
- data acquisition
- partial order
- communication cost
- communication overhead
- stock trading
- social networks
- risk minimization
- communication protocol
- semidefinite
- convex optimization
- convex hull
- artificial neural networks