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"Online Learning of Volatility from Multiple Option Term Lengths."

Scott McQuade, Claire Monteleoni (2016)

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DOI: 10.1145/2951894.2951902

access: closed

type: Conference or Workshop Paper

metadata version: 2022-10-02

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  dblp key:
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Scott McQuade, Claire Monteleoni:
Online Learning of Volatility from Multiple Option Term Lengths. DSMM@SIGMOD 2016: 12:1-12:3

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