Multistep forecast of the implied volatility surface using deep learning
| Year of publication: |
2021
|
|---|---|
| Authors: | Medvedev, Nikita ; Wang, Zhiguang |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2021, 4 (27.12.), p. 645-667
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22302 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012808328