On volatility smile and an investment strategy with out-of-the-money calls (Q253093): Difference between revisions

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Revision as of 13:10, 11 July 2024

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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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