Two-step Approach to Forecast the Implied Volatility of Individual Equity Options

Additional Metadata
Keywords	Option Pricing; Implied Volatility Surface; Machine Learning; Parametric Models; Black-Scholes; Heston; Carr-Wu; Elastic Net; Random Forests; XGBoost; Neural Network;
Thesis Advisor	Freire, G
Persistent URL	hdl.handle.net/2105/67147
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	Slooten, L.M. van. (2023, September 7). Two-step Approach to Forecast the Implied Volatility of Individual Equity Options. Econometrie. Retrieved from http://hdl.handle.net/2105/67147

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