ANALYZING THE DYNAMICS OF THE SWAPTION MARKET USING NEURAL NETWORKS
DOI:
https://doi.org/10.33422/eje.v1i2.141Keywords:
Deep Learning, regime change detection, stochastic models, time series, volatility smilesAdditional Files
Published
2022-08-03
Issue
Section
Articles
How to Cite
ANALYZING THE DYNAMICS OF THE SWAPTION MARKET USING NEURAL NETWORKS. (2022). European Journal of Economics, 1(2), 1-13. https://doi.org/10.33422/eje.v1i2.141


