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Volatility cones and volatilit...
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Volatility cones and volatility arbitrage strategies – empirical study based on SSE ETF option
Bibliographic Details
Main Authors:
Hong Yu Xin, Pan
,
Jun, Song
Format:
text
Language:
eng
Published:
Emerald
2017
Subjects:
ETF options,Transaction costs,Option hedging,Volatility arbitrage,Volatility cones
Holdings
Description
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