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Local Volatility Prediction with Gaussian Processes
- Title
- Local Volatility Prediction with Gaussian Processes
- Publisher
- Tokyo Institute of Technology, Hitotsubashi University
- Article Type
- Conference
- Citation
- Applications of Physics in Financial Analysis 7th International Conference
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Related Researcher
- 이재욱LEE, JAEWOOK
- Dept of Industrial & Management Enginrg