ANALYZING THE DYNAMICS OF THE SWAPTION MARKET USING NEURAL NETWORKS

Authors

  • Sándor Kunsági-Máté
  • Gábor Fáth
  • István Csabai

DOI:

https://doi.org/10.33422/eje.v1i2.141

Keywords:

Deep Learning, regime change detection, stochastic models, time series, volatility smiles

Additional 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