"Online Adaptive Machine Learning Based Algorithm for Implied Volatility ..."

Yaxiong Zeng, Diego Klabjan (2017)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  - journals/corr/ZengK17
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Yaxiong Zeng, Diego Klabjan:
Online Adaptive Machine Learning Based Algorithm for Implied Volatility Surface Modeling. CoRR abs/1706.01833 (2017)

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