Arthur Böök

Predicting Conditional Expectations For Path-Dependent Events Using TDBP-Learning

D. Bloch, Arthur Böök, 2020 .

Predicting Future Implied Volatility Surface Using TDBP-Learning

D. Bloch, Arthur Böök, 2020 .

Deep Learning Based Dynamic Implied Volatility Surface

D. Bloch, Arthur Böök, 2021, SSRN Electronic Journal.