Approaches to forecasing option volatility
The article investigates a new approach to the idea of volatility. In spite of the well-known assumption that option volatility in future will be exactly the same as today, the author puts forward a method, which links the change in volatility to change of only one parameter, i.e. the price of basic...
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| Autor principal: | |
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| Formato: | article |
| Lenguaje: | RU |
| Publicado: |
Plekhanov Russian University of Economics
2018
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/833927450b614d74b00a4e571cd50236 |
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