Hidden Markov model-based modeling and prediction for implied volatility surface1 - researchr publication authors

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Hongyue Guo, Qiqi Deng, Wenjuan Jia, Lidong Wang, Cong Sui. Hidden Markov model-based modeling and prediction for implied volatility surface1. Journal of Intelligent and Fuzzy Systems, 45(6):12381-12394, December 2023. [doi]

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