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Joint calibration to SPX and VIX options with signature-based models

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Bibliographic Details
Main Authors:	Cuchiero, Christa, Gazzani, Guido, Möller, Janka, Svaluto-Ferro, Sara
Format:	Preprint
Published:	2023
Subjects:	Mathematical Finance Probability 91B70, 62P05, 65C20
Online Access:	Acceder al recurso
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