Study on the Validity of Volatility Trading
This study examines the role of volatility mean reversion in option pricing and evaluates the performance of commonly used volatility estimators within a broad market context. Using a comprehensive dataset of end-of-day option chains for the 100 most actively traded U.S. equities from 2018 to 2023,...
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| Glavni autori: | , |
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| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
MDPI AG
2026-03-01
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| Serija: | FinTech |
| Teme: | |
| Online pristup: | https://www.mdpi.com/2674-1032/5/1/26 |
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