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~isPartOf:"Quantitative finance"
~person:"Cao, Jay"
~subject:"Option pricing theory"
~subject:"Optionsgeschäft"
~subject:"Prognoseverfahren"
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Quantitative finance
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1405-1413
Persistent link: https://www.econbiz.de/10012295608
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