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  1. MasterThesisHNGDeepVola MasterThesisHNGDeepVola Public

    Discrete Volatility Models Using Deep Learning. Improving the approach of Horvath, Blanka and Muguruza, Aitor and Tomas, Mehdi, Deep Learning Volatility (January 24, 2019). Available at SSRN: https…

    Jupyter Notebook 6