A Neural Network Approach to Understanding Implied Volatility Movements
Year of publication: |
2020
|
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Authors: | Cao, Jay |
Other Persons: | Chen, Jacky (contributor) ; Hull, John (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Neuronale Netze | Neural networks | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures |
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3288067 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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