Année
2024
Auteurs
ROMBOUTS Jeroen, DUFAYS Arnaud, JACOBS Kris
ROMBOUTS, J., DUFAYS, A. et JACOBS, K. (2024). A Framework for Real-Time Modeling and Forecasting of Large Unbalanced Option Implied Volatility Surfaces. Dans: 2024 Financial Econometrics Meets Machine Learning (FinEML) Conference. Lugano.