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Joint calibration to SPX and VIX options with signature-based models. (arXiv:2301.13235v1 [q-fin.MF]) http://arxiv.org/abs/2301.13235
Joint calibration to SPX and VIX options with signature-based models. (arXiv:2301.13235v1 [q-fin.MF]) http://arxiv.org/abs/2301.13235