Hidden Markov model-based modeling and prediction for implied volatility surface1

Hongyue Guo, Qiqi Deng, Wenjuan Jia, Lidong Wang, Cong Sui. Hidden Markov model-based modeling and prediction for implied volatility surface1. Journal of Intelligent and Fuzzy Systems, 45(6):12381-12394, December 2023. [doi]

Abstract

Abstract is missing.