Relative Implied Volatility Arbitrage with Index Options

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  • 2003
  • Relative Implied Volatility Arbitrage with Index Options

Relative Implied Volatility Arbitrage with Index Options

Ammann, Manuel, Herriger, Silvan
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Year:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.274824
File:
PDF, 581 KB
english, 2003
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