New insights on the implied and realized volatility relation
Year of publication: |
2012
|
---|---|
Authors: | Blenman, Lloyd P. ; Wang, Guan Jun |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 15.2012, 1, p. 1-22
|
Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Prognoseverfahren | Forecasting model | USA | United States |
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