Journal Articles Risk Year : 2023
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hal-03932780 , version 1 (10-01-2023)

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Julien Guyon, Scander Mustapha. Neural Joint S&P 500/VIX Smile Calibration. Risk, 2023, ⟨10.2139/ssrn.4309576⟩. ⟨hal-03932780⟩
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