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A short history of the VOLAX - or how we tried to trade implied volatility (Krotka historia VOLAX-u - czyli jak probowano handlowac implikowana zmiennoscia)

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Author Info

  • Tomasz Garlinski
  • Rafal Weron

Abstract

We discuss the origins and the possible reasons for the sudden death of the VOLAX contract.

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File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_99_01.pdf
File Function: Final version, 1999 (in Polish)
Download Restriction: no

Bibliographic Info

Paper provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Research Reports with number HSC/99/01.

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Length: 10 pages
Date of creation: 1999
Date of revision:
Publication status: Published in Rynek Terminowy 6 (1999) 52-56, in Polish.
Handle: RePEc:wuu:wpaper:hsc9901

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Related research

Keywords: VOLAX contract; Volatility; Black-Scholes model;

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