Larry Richards

Gammon Capital

175 Varick St 8th floor

New York, NY 10014

United States

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“ I'm currently building infrastructure to support trading of OTC structured derivatives for crypto currencies. ”

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Orrell D and Richards L (2023) Keep on smiling: Market imbalance, option pricing, and the volatility smile. Wilmott 2023(124): 58–64.

Number of pages: 19 Posted: 17 Sep 2022 Last Revised: 06 Mar 2023

David Orrell and Larry Richards

Systems Forecasting and Gammon Capital

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