Implied volatility smoothing at COVID-19 times.

Sebastiano Vitali Milos Kopa Gabriel E. Giana

Published in: Comput. Manag. Sci. (2023)

Keyphrases

stock market
curve fitting
computer vision
financial markets
database
data sets
machine learning
information retrieval
image processing
decision trees
stock price
exchange rate
financial time series
smoothing algorithm
chinese stock market
stock index futures