A short history of the VOLAX - or how we tried to trade implied volatility (Krotka historia VOLAX-u - czyli jak probowano handlowac implikowana zmiennoscia)

Tomasz Garlinski and Rafał Weron

No HSC/99/01, HSC Research Reports from Hugo Steinhaus Center, Wroclaw University of Science and Technology

Abstract: We discuss the origins and the possible reasons for the sudden death of the VOLAX contract.

Keywords: VOLAX contract; Volatility; Black-Scholes model (search for similar items in EconPapers)
JEL-codes: G13 (search for similar items in EconPapers)
Pages: 10 pages
Date: 1999
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Published in Rynek Terminowy 6 (1999) 52-56, in Polish.

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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/wpaper/HSC_99_01.pdf Final version, 1999 (in Polish) (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:wuu:wpaper:hsc9901

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