On volatility smile and an investment strategy with out-of-the-money calls (Q253093): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 23:50, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On volatility smile and an investment strategy with out-of-the-money calls |
scientific article |
Statements
On volatility smile and an investment strategy with out-of-the-money calls (English)
0 references
8 March 2016
0 references
CAPM
0 references
Black-Scholes
0 references
compatibility of valuation models
0 references
volatility smile
0 references
high-frequency trading
0 references
state price density
0 references
sharpe ratio
0 references
