Implied Volatility Surface Estimation via Quantile Regularization (Q5141229)
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scientific article; zbMATH DE number 7287463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied Volatility Surface Estimation via Quantile Regularization |
scientific article; zbMATH DE number 7287463 |
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Implied Volatility Surface Estimation via Quantile Regularization (English)
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18 December 2020
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quantile regression
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Lasso regularization
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panel data
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implied volitility
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options
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