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![]() Date: 2013-04-23 11:29:25Investment VIX Volatility Implied volatility Stochastic volatility Valuation of options Option Volatility arbitrage Mathematical finance Financial economics Finance | Add to Reading List |
![]() | University of Hawai`i at Mānoa Department of Economics Working Paper Series Saunders Hall 542, 2424 Maile Way, Honolulu, HIPhone: (DocID: 1qWTx - View Document |
![]() | Arbitrage Trading: The Long and the Short of It Yong Chen Zhi Da Dayong Huang First draft: December 1, 2014 This version: November 12, 2015DocID: 1qOTI - View Document |
![]() | Microsoft Word - FAJ_Submission_Anonymous_LOPpairstrading_10February2009.docxDocID: 1pXIg - View Document |
![]() | APT with Idiosyncratic Variance Factors PRELIMINARY AND INCOMPLETE: PLEASE DO NOT CITE WITHOUT PERMISSION Eric Renault∗, Thijs van der Heijden†, and Bas J.M. Werker‡ January 9, 2016DocID: 1poTY - View Document |
![]() | Financial Market Liquidity: Who Is Acting Strategically? ∗ Serge Darolles† Gaëlle Le Fol∗DocID: 1p5es - View Document |