Neural Joint S&P 500/VIX Smile Calibration
Year of publication: |
2023
|
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Authors: | Guyon, Julien ; Mustapha, Scander |
Publisher: |
[S.l.] : SSRN |
Subject: | Neuronale Netze | Neural networks | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 22, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4309576 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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