Volatility surface and term structure : high-profit options trading strategies /
Zhou, Shifei.
Includes bibliographical references (pages 83-85) and index.
Introduction -- A novel model-free term structure for stock prediction -- An adaptive correlation heston model for stock prediction -- The algorithm to control risk using option -- Option strategies: evaluation criterion and optimization -- A novel mean reversion-based local volatility model -- Regression-based correlation modeling for heston model -- Index option strategies comparison and self-risk management -- Call-put term structure spread-based HSI analysis.
Stock options.
Options (Finance)
Investments.
Speculation.