Analysis of Option Trading Strategies Based on the Relation of Implied and Realized S&P500 Volatilities.
| Autor: | Brunhuemer, Alexander1, Larcher, Gerhard1 Gerhard.Larcher@jku.at, Larcher, Lukas1 |
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| Zdroj: | ACRN Oxford Journal of Finance & Risk Perspectives. 2021 Spl Issue, p166-203. 38p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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