The Modeling Research of Soybean Meal Option Implied Volatility Surface Based on the Linear Polynomial Model

Wen, YD; Song, GJ; Zhou, HC

Wen, YD (reprint author), Dalian Neusoft Inst Informat, Dalian 116023, Liaoning, Peoples R China.; Wen, YD (reprint author), Dalian Future Informat Technol Co Ltd, Dalian 116023, Liaoning, Peoples R China.

2019 INTERNATIONAL CONFERENCE ON INTELLIGENT TRANSPORTATION, BIG DATA & SMART CITY (ICITBS), 2019; (): 695

Abstract

On the basis of studying the data characteristics of soybean meal option, in this article, we changed Dumas Linear Polynomial model, by enhancing the ......

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