On volatility smile and an investment strategy with out-of-the-money calls

Jarno Talponen

Year of publication:	March 2016
Authors:	Talponen, Jarno
Published in:	Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 10.2016, 2, p. 113-125
Subject:	CAPM \| Black-Scholes \| Compatibility of valuation models \| Volatility smile \| High-frequency trading \| State price density \| Sharpe ratio \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Portfolio-Management \| Portfolio selection \| Finanzanalyse \| Financial analysis \| Black-Scholes-Modell \| Black-Scholes model \| Elektronisches Handelssystem \| Electronic trading \| Schätzung \| Estimation \| Index-Futures \| Index futures

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