BOOK-CHAPTER
Learning Equity Volatility Surfaces Using Sparse Gaussian Processes
Keywords:
Volatility (finance) Equity (law) Financial economics Econometrics Computer science Mathematics Economics Political science
Metrics
1
Cited By
20.32
FWCI (Field Weighted Citation Impact)
43
Refs
0.98
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Energy Load and Power Forecasting
Physical Sciences → Engineering → Electrical and Electronic Engineering
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
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