Sector option implied volatility dynamics and predictability
Year of publication: |
2017
|
---|---|
Authors: | Marks, Joseph M. ; Simon, David P. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 25.2017, 2, p. 22-42
|
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory |
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