A neural network approach to understanding implied volatility movements (Q5139240)
From MaRDI portal
scientific article; zbMATH DE number 7282784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A neural network approach to understanding implied volatility movements |
scientific article; zbMATH DE number 7282784 |
Statements
A neural network approach to understanding implied volatility movements (English)
0 references
7 December 2020
0 references
volatility surface movements
0 references
moneyness of option
0 references
VIX index
0 references
0 references
