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Title: On the Guyon–Lekeufack volatility model
Award ID(s):
2106056
PAR ID:
10614205
Author(s) / Creator(s):
;
Publisher / Repository:
Springer
Date Published:
Journal Name:
Finance and Stochastics
Volume:
28
Issue:
4
ISSN:
0949-2984
Page Range / eLocation ID:
1203 to 1223
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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