Alexander Brunhuemer, Gerhard Larcher, Lukas Larcher,
"Analysis of Option Trading Strategies Based on the Relation of Implied and Realized S&P500 Volatilities"
, in ACRN Journal of Finance and Risk Perspectives, Vol. 10, Nummer Special Issue 18th FRAP Confer, 10-2021, ISSN: 2305-7394
Original Titel:
Analysis of Option Trading Strategies Based on the Relation of Implied and Realized S&P500 Volatilities