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"Online adaptive machine learning based algorithm for implied volatility ..."

Yaxiong Zeng, Diego Klabjan (2019)

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DOI: 10.1016/J.KNOSYS.2018.08.039

access: closed

type: Journal Article

metadata version: 2020-02-25

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Yaxiong Zeng, Diego Klabjan:
Online adaptive machine learning based algorithm for implied volatility surface modeling. Knowl. Based Syst. 163: 376-391 (2019)

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