Open AccessOption Volatility & Arbitrage Opportunities
Author(s) -
Mikael Boffetti
Publication year - 2022
Language(s) - Uncategorized
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_theses.4580
Subject(s) - volatility smile , implied volatility , stochastic volatility , volatility (finance) , economics , volatility swap , forward volatility , econometrics , black–scholes model , financial economics , arbitrage , volatility risk premium , variance swap , stock (firearms) , engineering , mechanical engineering