Deep Learning from Implied Volatility Surfaces
Year of publication: |
[2023]
|
---|---|
Authors: | Kelly, Bryan T. ; Kuznetsov, Boris ; Malamud, Semyon ; Xu, Teng Andrea |
Publisher: |
[S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (92 p) |
---|---|
Series: | Swiss Finance Institute Research Paper ; No. 23-60 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 4, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4531181 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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