Nonparametric IVS Modelling of Equity Options

Additional Metadata
Keywords	Implied Volatility Modelling; Machine Learning; Option Pricing
Thesis Advisor	Grith, M
Persistent URL	hdl.handle.net/2105/67136
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	Hopman, T. (2023, September 7). Nonparametric IVS Modelling of Equity Options. Econometrie. Retrieved from http://hdl.handle.net/2105/67136

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