1. estimate volatility
(1) EWMA: exponentially weighted moving average
(2) GARCH
(3) correlation
(4) linear model of var and options
p: price of options
s: price of underlying asset
(5) extreme value theory
涉及到正态分布和大量数学计算
p: price of options
s: price of underlying asset
涉及到正态分布和大量数学计算