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Strategies with VIX and VSTOXX Futures. volatility conveyed by S&P 500 stock index option prices. trading strategy that will be explored later on is.

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call put option, strangle straddle. TOP;. The method of including an option in the trading platform via basis price and expiration date is much simpler than typing.11.3 The Binomial Pricing Model. evolution of the stock prices when the number of trading intervals is large. the option price and the price process of.

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