A neural network approach to understanding implied volatility movements
J. Cao, J. Chen, J. Hull
| Year of publication: |
2023
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|---|---|
| Authors: | Cao, Jay ; Chen, Jacky ; Hull, John |
| Published in: |
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference. - New Jersey : World Scientific, ISBN 978-981-12-5586-1. - 2023, p. 235-256
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| Subject: | Options | implied volatility movements | neural networks | deep learning | Neuronale Netze | Neural networks | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811259142_0013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014366653