Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing.

@inproceedings{saef-2023-regimebased, author = {Danial Saef and Yuanrong Wang and Tomaso Aste}, editor = {Ying Ding and Jie Tang and Juan F. Sequeda and Lora Aroyo and Carlos Castillo and Geert-Jan Houben}, title = {{Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing}}, booktitle = {{Companion Proceedings of the ACM Web Conference 2023, WWW 2023, Austin, TX, USA, 30 April 2023 - 4 May 2023}}, pages = {1103--1110}, publisher = {ACM}, year = {2023}, url = {https://doi.org/10.1145/3543873.3587621}, doi = {https://doi.org/10.1145/3543873.3587621} }