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The analysis of implied volatilities
Fengler, Matthias R.; Härdle, Wolfgang; Schmidt, Peter - In: Applied quantitative finance : theory and computational …, (pp. 127-144). 2002
Persistent link: https://www.econbiz.de/10001749982
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Trading on deviations of implied and historical densities
Blaskowitz, Oliver Jim; Schmidt, Peter - In: Applied quantitative finance : theory and computational …, (pp. 197-218). 2002
Persistent link: https://www.econbiz.de/10001749993
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Long memory effects trading strategy
Blaskowitz, Oliver Jim; Schmidt, Peter - In: Applied quantitative finance : theory and computational …, (pp. 309-322). 2002
Persistent link: https://www.econbiz.de/10001750011