Pricing VIX Futures under the GJR–GARCH Process: An Analytical Approximation Method
Haibin Xie, Mo Zhou and Tinghui Ruan
The Journal of Derivatives Summer 2020, 27 (4) 77-88; DOI: https://doi.org/10.3905/jod.2020.1.096

Efficient Out-of-Sample Pricing of VIX Futures
Guo, Shuxin; Liu, Qiang. Journal of Derivatives; New York Vol. 27, Iss. 3,  (Spring 2020): 126-139. DOI:10.3905/jod.2019.1.089

谢谢各位大侠