Brian Murray

University of Oregon

1280 University of Oregon

Eugene, OR 97403

United States

SCHOLARLY PAPERS

1

DOWNLOADS

969

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

On the Volatility of Volatility

Number of pages: 15 Posted: 24 Aug 2006
Stephen D. H. Hsu and Brian Murray
University of Oregon - Department of Physics and University of Oregon
Downloads 969 (28,911)

Abstract:

Loading...

Derivatives, options, volatility, volatility swaps