Implied volatility forecast and option trading strategy
Dehong Liu, Yucong Liang, Lili Zhang, Peter Lung, Rizwan Ullah
| Year of publication: |
2021
|
|---|---|
| Authors: | Liu, Dehong ; Liang, Yucong ; Zhang, Lili ; Lung, Peter P. ; Ullah, Rizwan |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 71.2021, p. 943-954
|
| Subject: | Implied volatility | ABC-BP neural network model | Options trading strategy | Optionsgeschäft | Option trading | Volatilität | Volatility | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.10.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012630807