A simple expected volatility (SEV) index: Application to SET50 index options (Q991169)
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scientific article; zbMATH DE number 5777756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple expected volatility (SEV) index: Application to SET50 index options |
scientific article; zbMATH DE number 5777756 |
Statements
A simple expected volatility (SEV) index: Application to SET50 index options (English)
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2 September 2010
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volatility index
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model selection
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Black-Scholes formula
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price forecasting
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time series
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