Robust trading of implied skew
Year of publication: |
March 2017
|
---|---|
Authors: | Nadtochiy, Sergey ; Obłój, Jan |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 2, p. 1-41
|
Subject: | Implied skew | robust methods | weak reflection principle | LVG model | Theorie | Theory | Robustes Verfahren | Robust statistics | Statistische Verteilung | Statistical distribution |
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