Predicting stock jumps and crashes using options
Panayiotis C. Andreou, Chulwoo Han, Nan Li
| Year of publication: |
2025
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|---|---|
| Authors: | Andreou, Panayiotis C. ; Han, Chulwoo ; Li, Nan |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 45.2025, 10, p. 1471-1490
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| Subject: | implied volatility | machine learning | option greeks | stock crashes | stock jumps | Volatilität | Volatility | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Künstliche Intelligenz | Artificial intelligence | Finanzkrise | Financial crisis | Griechenland | Greece | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22609 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015464898