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"Applying option Greeks to directional forecasting of implied volatility in ..."

Jae Joon Ahn et al. (2012)

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DOI: 10.1016/J.ESWA.2012.02.070

access: closed

type: Journal Article

metadata version: 2022-01-03

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  dblp key:
  - journals/eswa/AhnKOK12
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  - https://dblp.org/rec/journals/eswa/AhnKOK12
Jae Joon Ahn, Dong Ha Kim, Kyong Joo Oh, Tae Yoon Kim:
Applying option Greeks to directional forecasting of implied volatility in the options market: An intelligent approach. Expert Syst. Appl. 39(10): 9315-9322 (2012)

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