"Niemi, Sauli" - Selaus tekijän mukaanPro gradu -tutkielmat ja diplomityöt

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    • Realized-to-implied volatility ratio and its mean reversion 

      Niemi, Sauli (2003)
      Pro gradu - tutkielma 
      The purpose of this study is to investigate the relationship between the realized volatility and implied volatility. The relationship is investigated through the behavior of a ratio constructed by using the implied volatility ...