Guterding, Daniel - In: The Journal of finance and data science : JFDS 7 (2021), pp. 126-142
can, therefore, be used to hedge against economic uncertainty. We investigate the effect of trader inventory on the price … which the market price does not agree with our Heston model. We collect a variety of market features that could potentially … explain the price deviations and calibrate two machine learning models to the price difference: a regularized linear model and …