Similar Items: Testing of an Arbitrage-free Volatility Surface
- Statistical arbitrage in South Africa
- Statistical arbitrage in South African equity markets
- Constructing volatility surfaces for managed funds
- Testing adaptive market efficiency under the assumption of stochastic volatility
- Making cents of yesterday, today and tomorrow : trading rules for volatility arbitrage
- Markov-Switching models and resultant equity implied volatility surfaces: a South African application