Modeling equity option Implied Volatility Surfaces using nonparametrically corrected parametric models

Additional Metadata
Keywords	Option Prices; Stock Price Movements; Implied Volatility Surfaces; Machine Learning; Neural Networks
Thesis Advisor	Freire, G
Persistent URL	hdl.handle.net/2105/72886
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	Meer, F.K. van der. (2024, September 3). Modeling equity option Implied Volatility Surfaces using nonparametrically corrected parametric models. Econometrie. Retrieved from http://hdl.handle.net/2105/72886

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