Relative Implied-Volatility Arbitrage with Index Options
- Ammann, Manuel Manuel Ammann is professor of finance at the University of St. Gallen, Switzerland.
- Herriger, Silvan Sylvan Herriger is an index derivatives trader at J.P. Morgan, London.
- 2019-1-2
Published in:
- Financial Analysts Journal. - Informa UK Limited. - 2002, vol. 58, no. 6, p. 42-55
- Language
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- English
- Open access status
- green
- Identifiers
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- DOI 10.2469/faj.v58.n6.2485
- ISSN 0015-198X
- Persistent URL
- https://sonar.ch/global/documents/238055
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