A capped volatility swap is a forward contract on an asset's capped, annualized, realized volatility, over a predetermined period of time. This paper presents data-driven machine learning technique...

中文翻译：

---

使用机器学习技术对上限波动率互换进行定价

上限波动率掉期是一种在预定时间内资产的上限、年化、已实现波动率的远期合约。本文提出了数据驱动的机器学习技术...