Proceedings of the Korean Operations and Management Science Society Conference (한국경영과학회:학술대회논문집)
- 2008.10a
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- Pages.263-263
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- 2008
Applying Option Greeks to Neural Network to Forecast Implied Volatility in the Options Market
- Kim, Dong-Ha (Department of Information and Industrial Engineering, Yonsei University) ;
- Lee, Han-Seok (Department of Information and Industrial Engineering, Yonsei University) ;
- Byun, Hyun-Woo (Department of Information and Industrial Engineering, Yonsei University) ;
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Oh, Kyong-Joo
(Department of Information and Industrial Engineering, Yonsei University)
- Published : 2008.10.31
Abstract
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