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"DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility ..."
Chen Liu et al. (2023)
- Chen Liu, Minh-Ngoc Tran, Chao Wang, Richard Gerlach, Robert Kohn:
DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling. CoRR abs/2309.02072 (2023)
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