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Journal: Proceedings, 2020
Volume: 54
Number: 61
Article:
Machine Learning to Compute Implied Volatility from European/American Options Considering Dividend Yield
Authors:
by
Shuaiqiang Liu, Álvaro Leitao, Anastasia Borovykh and Cornelis W. Oosterlee
Link:
https://www.mdpi.com/2504-3900/54/1/61
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