Prediction of the implied volatility surface : an empirical analysis of the SSE 50ETF option based on CNNs
Hualu Shao, Baicheng Zhou, Shaoqing Gong
| Year of publication: |
2025
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|---|---|
| Authors: | Shao, Hualu ; Zhou, Baicheng ; Gong, Shaoqing |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 77.2025, Art.-No. 107119, p. 1-10
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| Subject: | Convolutional neural network | Deep learning | Financial market | Implied volatility | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Finanzmarkt | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2025.107119 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015414893