Implied volatility surface predictability: the case of commodity markets¶
Bibliographic record. Follow the original-source link for the publication.
| Field | Value |
|---|---|
| Topics | volatility, research_methods |
| Authors | Fearghal Kearney, Han Lin Shang, Lisa Sheenan |
| Published | 2019-09-21 |
| Source | arXiv Quantitative Finance History |
| Identifiers | arxiv:1909.11009 |
| URL | Open original source |
Relationships¶
- None recorded.