On the Guyon–Lekeufack volatility model
Crossref DOI link: https://doi.org/10.1007/s00780-024-00544-2
Published Online: 2024-09-17
Published Print: 2024-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nutz, Marcel
Riveros Valdevenito, Andrés
Text and Data Mining valid from 2024-09-17
Version of Record valid from 2024-09-17
Article History
Received: 3 July 2023
Accepted: 21 June 2024
First Online: 17 September 2024
Declarations
:
: The authors declare no competing interests.