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Buy rough, sell smooth - MaRDI portal

Buy rough, sell smooth (Q4991027)

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scientific article; zbMATH DE number 7353639
Language Label Description Also known as
English
Buy rough, sell smooth
scientific article; zbMATH DE number 7353639

    Statements

    title
    Buy rough, sell smooth (English)
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    author
    Paul Glasserman
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    Pu He
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    publication date
    2 June 2021
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    zbMATH Keywords
    volatility
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    fractional Brownian motion
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    trading strategies
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    volatility skew
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G22
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    91G15
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    zbMATH DE Number
    7353639
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    OpenAlex ID
    W2988280783
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    Wikidata QID
    Q126785521
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