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"The latency accuracy trade-off and optimization in implied ..."

Guoxiang Guo et al. (2023)

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DOI: 10.1016/J.ESWA.2023.119714

access: closed

type: Journal Article

metadata version: 2023-06-02

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Guoxiang Guo, Yuanyuan Qi, Sirui Lai, Zhi Liu, Joseph Yen:
The latency accuracy trade-off and optimization in implied volatility-based trading systems. Expert Syst. Appl. 221: 119714 (2023)

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