Dynamic volatility trading strategies in the currency option market (Q375324)
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scientific article; zbMATH DE number 6220887
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic volatility trading strategies in the currency option market |
scientific article; zbMATH DE number 6220887 |
Statements
Dynamic volatility trading strategies in the currency option market (English)
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29 October 2013
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implied volatility
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GARCH model
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delta
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straddle-hedge
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trading strategies
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0.8071881532669067
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0.7674449682235718
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0.7351582050323486
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0.7338921427726746
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0.7202986478805542
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