Open AccessOption Volatility & Arbitrage Opportunities
Author(s) -
Mikael Boffetti
Publication year - 2016
Language(s) - Uncategorized
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_theses.4580
Subject(s) - implied volatility , volatility smile , stochastic volatility , volatility (finance) , economics , econometrics , forward volatility , volatility swap , black–scholes model , financial economics , arbitrage , volatility risk premium , stock (firearms) , variance swap , engineering , mechanical engineering
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