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Regime-based Implied Stochastic Volatility Model for Crypto..:

, In: Companion Proceedings of the ACM Web Conference 2023,
Saef, Danial ; Wang, Yuanrong ; Aste, Tomaso - p. 1103-1110 , 2023
Link: https://dl.acm.org/doi/10.1145/3543873.3587621