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

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

Year of publication:	1999
Authors:	Garlinski, Tomasz ; Weron, Rafal
Institutions:	Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
Subject:	VOLAX contract \| Volatility \| Black-Scholes model

Extent:	application/pdf
Series:	HSC Research Reports.
Type of publication:	Book / Working Paper
Language:	Polish
Notes:	Published in Rynek Terminowy 6 (1999) 52-56, in Polish. Number HSC/99/01 10 pages
Classification:	G13 - Contingent Pricing; Futures Pricing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009003627