A neural network approach to understanding implied volatility movements
Jay Cao, Jacky Chen and John Hull
| Year of publication: |
2020
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|---|---|
| Authors: | Cao, Jay ; Chen, Jacky ; Hull, John |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 9, p. 1405-1413
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| Subject: | Neuronale Netze | Neural networks | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
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