"Implied volatility parameterization based on a machine learning polynomial ..."

Mostafa Pouralizadeh Jobejarkol, Abdolrahim Badamchizadeh, Manuel Morales (2018)

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DOI: 10.3233/IDA-173600

access: closed

type: Journal Article

metadata version: 2018-10-02

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  - https://dblp.org/rec/journals/ida/JobejarkolBM18
Mostafa Pouralizadeh Jobejarkol, Abdolrahim Badamchizadeh, Manuel Morales:
Implied volatility parameterization based on a machine learning polynomial approach. Intell. Data Anal. 22(5): 1127-1141 (2018)

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