Machine Learning-Based Modeling of the Implied Volatility Surface

Additional Metadata
Keywords	Implied volatility; Implied volatility surface; Black Scholes model; Heston model; Neural Network; Feed Forward Neural Network; Long Short-Term Memory Neural Network; Gated Rated Recurrent Unit Neural Network; Convolutional Neural Network Neural Network
Thesis Advisor	Freire, G
Persistent URL	hdl.handle.net/2105/67211
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	Borisova, A. (2023, September 7). Machine Learning-Based Modeling of the Implied Volatility Surface. Econometrie. Retrieved from http://hdl.handle.net/2105/67211

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