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Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes. (arXiv:2207.02989v1 [q-fin.PR]) http://arxiv.org/abs/2207.02989
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes. (arXiv:2207.02989v1 [q-fin.PR]) http://arxiv.org/abs/2207.02989