Volatility forecasts and the profitability of automated trading strategies

MaRDI QIDQ3514564zbMATH OpenFDO

Authors Günter Strobl, Engelbert J. Dockner

Publication date 21 July 2008

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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• Dynamic volatility trading strategies in the currency option market

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