The profitability of volatility spread trading on ASX equity options
Binh Huu Do, Anthony Foster and Philip Gray
| Year of publication: |
February 2016
|
|---|---|
| Authors: | Do, Binh ; Foster, Anthony ; Gray, Philip K. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 2, p. 107-126
|
| Subject: | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Australien | Australia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | ASX = Australian Stock Exchange |
| Other identifiers: | 10.1002/fut.21729 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568018