Rustamov, Orkhan; Aliyev, Fuzuli; Ajayi, Richard; … - In: Risks : open access journal 12 (2024) 7, pp. 1-19
The study described in this paper develops a new technique which permits the execution of an open straddle strategy based on the superior volatility forecast for analyzing historical data. We extend the current litearure by measuring the volatility of an underlying asset in the last predefined...
