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ORCID"Improved model-free bounds for multi-asset options using option-implied ..."
Evangelia Dragazi, Shuaiqiang Liu, Antonis Papapantoleon (2024)
- Evangelia Dragazi, Shuaiqiang Liu, Antonis Papapantoleon:
Improved model-free bounds for multi-asset options using option-implied information and deep learning. CoRR abs/2404.02343 (2024)
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