Predicting changes in the implied volatility of single stock options using neural networks
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URL
Journal Title
Journal ISSN
Volume Title
School of Business |
Master's thesis
Authors
Date
2021
Department
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
64+4
Series
Description
Thesis advisor
Joenväärä, JuhaKeywords
neural network, machine learning, implied volatility, option