Implied volatility surface estimation via quantile regularization (Q5141229)
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scientific article; zbMATH DE number 7287463
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| English | Implied volatility surface estimation via quantile regularization |
scientific article; zbMATH DE number 7287463 |
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Implied Volatility Surface Estimation via Quantile Regularization (English)
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18 December 2020
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quantile regression
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Lasso regularization
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panel data
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implied volitility
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options
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0.7709590196609497
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0.753208577632904
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0.7526451945304871
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0.7513237595558167
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