- UPSpace Home
- →
- Natural and Agricultural Sciences
- →
- Actuarial Science
- →
- Research Articles (Actuarial Science)
- →
- Browsing Research Articles (Actuarial Science) by Subject
JavaScript is disabled for your browser. Some features of this site may not work without it.
Browsing Research Articles (Actuarial Science) by Subject "Illiquid derivative markets"
Now showing items 1-1 of 1
-
(Actuarial Society of South Africa, 2017)In this research we describe how forward-looking information on the statistical properties of an asset can be extracted directly from options market data and demonstrate how this can be practically applied to portfolio ...
Now showing items 1-1 of 1