Buy rough, sell smooth (Q4991027)
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scientific article; zbMATH DE number 7353639
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Buy rough, sell smooth |
scientific article; zbMATH DE number 7353639 |
Statements
Buy rough, sell smooth (English)
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2 June 2021
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volatility
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fractional Brownian motion
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trading strategies
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volatility skew
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0.7522724866867065
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0.7410771250724792
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0.7340608239173889
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0.7285193204879761
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0.7185895442962646
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