Buy rough, sell smooth
Paul Glasserman and Pu He
| Year of publication: |
2020
|
|---|---|
| Authors: | Glasserman, Paul ; He, Pu |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 3, p. 363-378
|
| Subject: | Fractional Brownian motion | Trading strategies | Volatility | Volatility skew | Theorie | Theory | Volatilität | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1675899 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194871