Main Article Content
Keywords
Deep Learning
regime change detection
stochastic models
time series
volatility smiles
Article Details
How to Cite
Kunsági-Máté, S., Fáth, G. ., & Csabai, I. . (2022). ANALYZING THE DYNAMICS OF THE SWAPTION MARKET USING NEURAL NETWORKS. European Journal of Economics, 1(2), 1–13. https://doi.org/10.33422/eje.v1i2.141