Forecasting the distribution of option returns
Leandro Gomes, Roni Israelov and Bryan Kelly
| Year of publication: |
2024
|
|---|---|
| Authors: | Gomes, Leandro ; Israelov, Roni ; Kelly, Bryan T. |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 22.2024, 3, p. 81-128
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| Subject: | Option returns | volatility surface | return forecast | machine learning | bootstrap | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Künstliche Intelligenz | Artificial intelligence | Bootstrap-Verfahren | Bootstrap approach | Prognose | Forecast | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015198713