Price path: a new volatility measure by Joanne Hill, Ph.D. and Matthew Celebuski
ARTICLE SYNOPSIS...Price path: a new volatility measure
by Joanne Hill, Ph.D. and Matthew Celebuski
Many trading strategies rely on market levels or changes in those levels for allocation among asset
classes. In an option replication program, such as portfolio insurance,
AUTHOR: Joanne Hill, Ph.D. and Matthew CelebuskiDATE: DEC 1988