Considering momentum spillover effects via graph neural network in option pricing

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Yao Wang, Jingmei Zhao, Qing Li, Xiangyu Wei
Format:	Artículo Open Access
Published:	Wiley 2024
Subjects:	Journal of Futures Markets
Online Access:	Acceder al recurso
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