The Implied Volatility Surface Analysis Based Trading System-Reference-Cited by-同舟云学术

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The Implied Volatility Surface Analysis Based Trading System

Published:2022-10-28 Issue: Volume: Page:
ISSN:
Container-title:2022 IEEE 2nd International Conference on Data Science and Computer Application (ICDSCA)
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Author:

Guo Guoxiang¹,Qi Yuanyuan¹,Lai Sirui¹,Yen Jerome¹

Affiliation:

1. University of Macau,Department of Computer and Information Science, Faculty of Science Technology,Macau SAR,China

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/9987722/9987731/09987792.pdf?arnumber=9987792

Reference24 articles.

1. A new approach for option pricing under stochastic volatility

2. Support vector regression machines;drucker;Advances in Neural IInformation Processing Systems,1996

3. Stochastic Volatility Option Pricing

4. A tutorial on support vector regression

5. Forecasting exchange rate volatility: GARCH models versus implied volatility forecasts

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