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Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes.

Archil Gulisashvili
Published in: SIAM J. Financial Math. (2010)
Keyphrases
  • error estimates
  • error estimation
  • cross validation
  • financial markets
  • error analysis
  • asymptotically optimal
  • stock market
  • training data
  • support vector
  • support vector machine
  • least squares
  • financial crisis