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Synthetic American Option Pricing via Jump-HMM-Driven Heston Implied Volatility

Fuente: arXiv

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Bibliographic Details
Main Authors:	Sun, Julia, Jin, Zheyu, Zhang, Jiawei, Varner, Jeffrey D.
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Machine Learning
Online Access:	Acceder al recurso
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