Overnight volatility, realized volatility, and option pricing
Year of publication: |
2022
|
---|---|
Authors: | Wang, Tianyi ; Cheng, Sicong ; Yin, Fangsheng ; Yu, Mei |
Subject: | option pricing | overnight volatility | realized volatility | S&P 500 index options | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Optionsgeschäft | Option trading |
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