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Brunhuemer, Alexander; Larcher, Gerhard; Larcher, Lukas - In: ACRN journal of finance and risk perspectives 10 (2021), pp. 166-203

volatility (given by the VIX) and through Monte Carlo simulation. We also provide free testing software and give an introduction …

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Li, Chung-Gee; Yu, Min-Teh; Chen, Chien-Yu; Hsu, Pei-Hsuan - In: Advances in Pacific Basin business, economics and finance 10 (2022), pp. 145-157

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Lorig, Matthew; Suaysom, Natchanon - In: Annals of finance 18 (2022) 2, pp. 183-216

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Du Plooy, Ryno; Venter, Pierre J. - In: Cogent economics & finance 9 (2021) 1, pp. 1-15

European call options using a constructed implied volatility surface. The prices generated by the ANN were compared to the …

Persistent link: https://www.econbiz.de/10013183896

Medvedev, Nikita; Wang, Zhiguang - In: The journal of futures markets 42 (2022) 4, pp. 645-667

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Viswanathan, T.; Sriram, R.; Mukherjee, Prathana - In: International journal of public sector performance … 8 (2021) 1/2, pp. 128-144

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Michielon, Matteo; Khedher, Asma; Spreij, Peter - In: International journal of financial engineering 8 (2021) 4, pp. 1-27

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