A short history of the VOLAX - or how we tried to trade implied volatility (Krotka historia VOLAX-u - czyli jak probowano handlowac implikowana zmiennoscia)
AbstractWe discuss the origins and the possible reasons for the sudden death of the VOLAX contract.
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Bibliographic InfoPaper provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Research Reports with number HSC/99/01.
Length: 10 pages
Date of creation: 1999
Date of revision:
Publication status: Published in Rynek Terminowy 6 (1999) 52-56, in Polish.
VOLAX contract; Volatility; Black-Scholes model;
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- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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