Factor Models for the Implied Volatility Surface

Additional Metadata
Keywords	Implied Volatility Surface; Autoencoder; Principal Component Analysis; Instrumented PCA
Thesis Advisor	Freire, G
Persistent URL	hdl.handle.net/2105/65783
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	Nagelkerken, R.J. (2022, December 14). Factor Models for the Implied Volatility Surface. Econometrie. Retrieved from http://hdl.handle.net/2105/65783

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