Predicting Future Implied Volatility Surface Using TDBP-Learning
Year of publication: |
[2021]
|
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Authors: | Bloch, Daniel Alexandre ; Böök, Arthur |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Derivat | Derivative | Prognose | Forecast |
Extent: | 1 Online-Ressource (60 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 29, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3739514 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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