Brunhuemer, Alexander; Larcher, Lukas; Seidl, Philipp; … - In: Risks : open access journal 10 (2022) 12, pp. 1-25
, we formulate and focus on a supervised classification task which decides if a plain short straddle on the S&P500 should …. On the basis of this work, we have laid the foundations for the application of supervised classification methods to more …