Neural networks and arbitrage in the VIX: A deep learning approach for the VIX

Joerg Osterrieder*, Daniel Kucharczyk, Silas Rudolf, Daniel Wittwer

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

2 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Neural networks and arbitrage in the VIX: A deep learning approach for the VIX'. Together they form a unique fingerprint.

Business & Economics