文件名称:Implied-and-Realized-Volatility
介绍说明--下载内容来自于网络,使用问题请自行百度
studies the nonparametric connection between realized and implied volatilities.
No-arbitrage identities and comparison inequalities are found. Formulate the multi-factor
trading system on the volatility scale
No-arbitrage identities and comparison inequalities are found. Formulate the multi-factor
trading system on the volatility scale
相关搜索: implied volatility
(系统自动生成,下载前可以参看下载内容)
下载文件列表
Implied and Realized Volatilitynoarbi050109.pdf
本网站为编程资源及源代码搜集、介绍的搜索网站,版权归原作者所有! 粤ICP备11031372号
1999-2046 搜珍网 All Rights Reserved.