Jiang, H., Lazar, E.
ORCID: https://orcid.org/0000-0002-8761-0754 and Marra, M.
ORCID: https://orcid.org/0000-0003-0810-7323
(2026)
Improving implied volatility forecasts for American options using neural networks.
The Journal of Futures Markets.
ISSN 1096-9934
(In Press)