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[ACM Press the Second International Workshop - San Francisco, CA, USA (2016.06.26-2016.07.01)] Proceedings of the Second International Workshop on Data Science for Macro-Modeling - DSMM'16 - Online Learning of Volatility from Multiple Option Term Lengths
McQuade, Scott, Monteleoni, ClaireYear:
2016
Language:
english
DOI:
10.1145/2951894.2951902
File:
PDF, 250 KB
english, 2016