Deterministic modelling of implied volatility in cryptocurrency options with underlying multiple resolution momentum indicator and non-linear machine learning regression algorithm
Crossref DOI link: https://doi.org/10.1186/s40854-024-00631-5
Published Online: 2024-08-28
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Leung, F.
Law, M.
Djeng, S. K.
Text and Data Mining valid from 2024-08-28
Version of Record valid from 2024-08-28
Article History
Received: 10 October 2022
Accepted: 7 February 2024
First Online: 28 August 2024
Declarations
:
: None.