Xu Xu, Zuoliang Xu, Jun Suo. Volatility Inversion and Empirical Analysis on Hang Seng Index Option. In Wanqing Wu, Lipo Wang, Chunlei Ji, Niansheng Chen, Qiang Sun 0005, Xiaoyong Song, Xin Wang 0034, editors, 6th International Conference on Systems and Informatics, ICSAI 2019, Shanghai, China, November 2-4, 2019. pages 794-798, IEEE, 2019. [doi]
Abstract is missing.