"Asset Movement Forcasting with the Implied Volatility Surface Analysis ..."

Shaowei Xu et al. (2022)

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DOI: 10.1109/INDIN51773.2022.9976114

access: closed

type: Conference or Workshop Paper

metadata version: 2024-10-06

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Shaowei Xu, Hongxin Huan, Yuanyuan Qi, Guoxiang Guo, Jerome Yen:
Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model. INDIN 2022: 662-667

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