Buy rough, sell smooth (Q6599183)
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scientific article; zbMATH DE number 7907635
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Buy rough, sell smooth |
scientific article; zbMATH DE number 7907635 |
Statements
Buy rough, sell smooth (English)
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6 September 2024
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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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0.9988741874694824
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0.7522414922714233
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0.7513577938079834
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0.7504680752754211
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