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Volatility index and derivative contracts based thereon

  • US 20050102214A1
  • Filed: 10/06/2004
  • Published: 05/12/2005
  • Est. Priority Date: 11/12/2003
  • Status: Abandoned Application
First Claim
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1. A method of estimating expected volatility in financial markets comprising:

  • averaging weighted prices of out-of-the money put and call options based on a financial instrument.

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