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Queens College of the City University of New York, United States. This drivfrs develops empirical evidence on the viability of a form of volatility trading known as dispersion trading. The results shed light on the efficie. Europe: Investors can monetize the high correlation levels by trading dispersion via volatility swaps or vanilla options. We look at Euro. dispersion and trading volume, using split-sample analysis and optiplex 3010 sff drivers study.
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