Capped Volatility Swaps Pricing
The article discusses the use of machine learning in determining the prices of capped volatility swaps, using unique data for validation.
Featured in No. 78 on 12 Dec 2024 · on release day
- Released
- 12 Dec 2024
- First featured
- No. 78 · 12 Dec 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 32
- Identifier
- RePEc:taf:quantf:v:24:y:2024:i:9:p:1287-1300
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).