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

@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6551187
@@ Property / zbMATH DE Number: 6551187 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+CAPM
@@ Property / zbMATH Keywords: CAPM / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Black-Scholes
@@ Property / zbMATH Keywords: Black-Scholes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+compatibility of valuation models
@@ Property / zbMATH Keywords: compatibility of valuation models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+volatility smile
@@ Property / zbMATH Keywords: volatility smile / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+high-frequency trading
@@ Property / zbMATH Keywords: high-frequency trading / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+state price density
@@ Property / zbMATH Keywords: state price density / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sharpe ratio
@@ Property / zbMATH Keywords: sharpe ratio / rank @@
+Normal rank

Revision as of 11:45, 27 June 2023