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Journal: Mathematics, 2024
Volume: 12
Number: 1100
Article:
Modeling Implied Volatility Surface Using B-Splines with Time-Dependent Coefficients Predicted by Tree-Based Machine Learning Methods
Authors:
by
Zihao Chen, Yuyang Li and Cindy Long Yu
Link:
https://www.mdpi.com/2227-7390/12/7/1100
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