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Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]

open access: yesEntropy (Basel)
Urniezius R   +9 more
europepmc   +1 more source

The mean field market model revisited. [PDF]

open access: yesEur Actuar J
Hasenbichler M, Müller W, Thonhauser S.
europepmc   +1 more source

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