Simulation of Volatility Trading using Nikkei Stock Index Option based on Stock Bulletin Board

Kodai Sasaki, Yui Hirose, Eiichi Umehara, Hirohiko Suwa, Yuki Ogawa, Tatsuo Yamashita, Kota Tsubouchi. Simulation of Volatility Trading using Nikkei Stock Index Option based on Stock Bulletin Board. In Naoki Abe, Huan Liu 0001, Calton Pu, Xiaohua Hu, Nesreen Ahmed, Mu Qiao, Yang Song, Donald Kossmann, Bing Liu 0001, Kisung Lee, Jiliang Tang, Jingrui He, Jeffrey Saltz, editors, IEEE International Conference on Big Data, Big Data 2018, Seattle, WA, USA, December 10-13, 2018. pages 4367-4374, IEEE, 2018. [doi]

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