The Impact of Jump Distributions on the Implied Volatility of Variance.

Elisa Nicolato Camilla Pisani David Sloth

Published in: SIAM J. Financial Math. (2017)

Keyphrases

normal distribution
probability distribution
random variables
prediction error
multi class
stock market
standard deviation
kullback leibler divergence
real time
genetic algorithm
support vector
long term
stock price
power law
factors that influence
exponential distributions