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"Semi-parametric forecasts of the implied volatility surface using ..."

Francesco Audrino, Dominik Colangelo (2010)

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DOI: 10.1007/S11222-009-9134-Y

access: closed

type: Journal Article

metadata version: 2020-03-25

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Francesco Audrino, Dominik Colangelo:
Semi-parametric forecasts of the implied volatility surface using regression trees. Stat. Comput. 20(4): 421-434 (2010)

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