| Original language | English |
|---|---|
| Journal | Journal of Derivatives |
| Publication status | Accepted/In press - 19 Nov 2025 |
A Convolutional-Based Heterogeneous Autoregressive Model for Implied Volatility Surface Forecasting
Zihao Gong, Wenli Huang*, Xinfeng Ruan
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review