On the pricing of capped volatility swaps using machine learning techniques
From MaRDI portal
Publication:6657702
DOI10.1080/14697688.2024.2305643MaRDI QIDQ6657702
Wim Schoutens, Unnamed Author, Stephan Höcht
Publication date: 6 January 2025
Published in: Quantitative Finance (Search for Journal in Brave)
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