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
Buy rough, sell smooth (English)
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2 June 2021
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volatility
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fractional Brownian motion
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trading strategies
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volatility skew
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