On volatility smile and an investment strategy with out-of-the-money calls (Q253093): Difference between revisions
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Revision as of 11:56, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On volatility smile and an investment strategy with out-of-the-money calls |
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On volatility smile and an investment strategy with out-of-the-money calls (English)
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8 March 2016
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CAPM
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Black-Scholes
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compatibility of valuation models
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volatility smile
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high-frequency trading
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state price density
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sharpe ratio
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