Variational autoencoders : a hands-off approach to volatility
Year of publication: |
2022
|
---|---|
Authors: | Bergeron, Maxime ; Fung, Nicholas ; Hull, John ; Poulos, Zissis ; Veneris, Andreas |
Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 4.2022, 2, p. 125-138
|
Subject: | Volatilität | Volatility | Theorie | Theory |
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