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