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Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jaber, Eduardo Abi, Illand, Camille, Shaun, Li
Format:	Preprint
Published:	2022
Subjects:	Mathematical Finance Computational Finance
Online Access:	Acceder al recurso
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