Yuanrong Wang

2023

doi dblp
Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing.
Danial Saef|Yuanrong Wang|Tomaso Aste
Companion Proceedings of the ACM Web Conference 2023, WWW 2023, Austin, TX, USA, 30 April 2023 - 4 May 2023