Neural networks and arbitrage in the VIX

Joerg Osterrieder, Daniel Kucharczyk, Silas Rudolf, Daniel Wittwer

Research output: Contribution to journalArticleAcademicpeer-review

Original languageGerman
Pages (from-to)97-115
Number of pages19
JournalDigital Finance
Volume2
Issue number1
Publication statusPublished - 2020

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