A neural network approach to understanding implied volatility movements
Jay Cao, Jacky Chen and John Hull
| Year of publication: |
2020
|
|---|---|
| Authors: | Cao, Jay ; Chen, Jacky ; Hull, John |
| Subject: | Volatilität | Volatility | Neuronale Netze | Neural networks | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1750679 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012295608