Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model.

Shaowei Xu Hongxin Huan Yuanyuan Qi Guoxiang Guo Jerome Yen

Published in: INDIN (2022)

Keyphrases

computational model
statistical model
similarity measure
mathematical model
parameter estimation
probabilistic model
genetic algorithm
cost function
theoretical analysis
conceptual model
formal model
hybrid model