BOOK-CHAPTER

Learning Equity Volatility Surfaces Using Sparse Gaussian Processes

Keywords:
Volatility (finance) Equity (law) Financial economics Econometrics Computer science Mathematics Economics Political science

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Cited By
20.32
FWCI (Field Weighted Citation Impact)
43
Refs
0.98
Citation Normalized Percentile
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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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