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"Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing."

Danial Saef, Yuanrong Wang, Tomaso Aste (2022)

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DOI: 10.48550/ARXIV.2208.12614

access: open

type: Informal or Other Publication

metadata version: 2022-08-29

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  - journals/corr/abs-2208-12614
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  - https://dblp.org/rec/journals/corr/abs-2208-12614
Danial Saef, Yuanrong Wang, Tomaso Aste:
Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing. CoRR abs/2208.12614 (2022)

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