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Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference

Fuente: arXiv

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Bibliographic Details
Main Authors:	Maneesoonthorn, Worapree, Frazier, David T., Martin, Gael M.
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance Computation Methodology
Online Access:	Acceder al recurso
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