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subject:"Volatility"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Boudoukh, Jacob"
~person:"Yen, Joseph"
~subject:"Devisenmarkt"
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International journal of financial engineering
Working paper / National Bureau of Economic Research, Inc.
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Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
Saved in:
2
A multifactor, nonlinear, continuous-time model of interest rate volatility
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1999
Persistent link: https://www.econbiz.de/10001394312
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