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"Volatility Inversion and Empirical Analysis on Hang Seng Index Option."

Xu Xu, Zuoliang Xu, Jun Suo (2019)

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DOI: 10.1109/ICSAI48974.2019.9010444

access: closed

type: Conference or Workshop Paper

metadata version: 2020-03-09

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  dblp key:
  - conf/icsai/XuXS19
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Xu Xu, Zuoliang Xu, Jun Suo:
Volatility Inversion and Empirical Analysis on Hang Seng Index Option. ICSAI 2019: 794-798

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