Non-Parametric Error Correction for the Structural Modelling of Implied Volatility Surfaces

Additional Metadata
Keywords	Machine Learning; Option Pricing; Implied Volatility Surface; Black-Scholes; Carr-Wu; Heston; XGBoost; Random Forest; Neural Network; Support Vector Regression
Thesis Advisor	Freire, G
Persistent URL	hdl.handle.net/2105/62837
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Biccler, J.M. (2022, August). Non-Parametric Error Correction for the Structural Modelling of Implied Volatility Surfaces. Econometrie. Retrieved from http://hdl.handle.net/2105/62837

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