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Physics-informed convolutional transformer for predicting volatility surface

  • Soohan Kim
  • , Seok Bae Yun
  • , Hyeong Ohk Bae
  • , Muhyun Lee
  • , Youngjoon Hong
  • Sungkyunkwan University
  • Ajou University
  • Samsung
  • Korea Advanced Institute of Science and Technology

Research output: Contribution to journalArticlepeer-review

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