Volatility Inversion and Empirical Analysis on Hang Seng Index Option

Xu, Xu; Xu, Zhiting; Suo, Jun

doi:10.1109/icsai48974.2019.9010444

2019 6th International Conference on Systems and Informatics (ICSAI) 2019

DOI: 10.1109/icsai48974.2019.9010444

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Volatility Inversion and Empirical Analysis on Hang Seng Index Option

Xu Xu

Zhiting Xu

Jun Suo

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Volatility Inversion and Empirical Analysis on Hang Seng Index Option

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References 11 publications

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