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~language:"pol"
~subject:"Anlageverhalten"
~subject:"Risiko"
~subject:"Volatility"
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THREE-POINT VOLATILITY SMILE C...
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A short history of the VOLAX - or how we tried to trade implied volatility (Krotka historia VOLAX-u - czyli jak probowano handlowac implikowana zmiennoscia)
Garlinski, Tomasz
;
Weron, Rafal
-
Hugo Steinhaus Center for Stochastic Methods, …
-
1999
We discuss the origins and the possible reasons for the sudden death of the VOLAX contract.
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