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Chaos, overfitting and equilibrium: To what extent can machine learning beat the financial market?. (2024). Peng, Yaohao ; de Moraes, Joo Gabriel.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400406x.

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  1. Decoding financial markets: Empirical DGPs as the key to model selection and forecasting excellence – A proof of concept. (2025). Stanisic, Nikola ; Sharma, Abhishek ; Koji, Milena ; Vogl, Markus.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:666:y:2025:i:c:s0378437125001943.

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  51. Average Interest. (1997). Das, Sanjiv ; Chacko, George.
    In: NBER Working Papers.
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  52. Heterogeneous Information Arrival and Option Pricing. (1997). Ncube, Mthuli ; Asea, Patrick K..
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  53. Post-87 Crash Fears in S&P 500 Futures Options. (1997). Bates, David S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5894.

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  54. A closed-form GARCH option pricing model. (1997). Heston, Steven L. ; Nandi, Saikat.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:97-9.

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  55. Numerical analysis of strategic contingent claims models. (1997). Anderson, Ronald W. ; Tu, Cheng.
    In: LIDAM Discussion Papers IRES.
    RePEc:ctl:louvir:1997004.

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  56. Implied risk-neutral probability density functions from option prices: theory and application. (1997). Bahra, Bhupinder.
    In: Bank of England working papers.
    RePEc:boe:boeewp:66.

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  57. Beyond Mean-Variance: Performance Measurement of Portfolios Using Options or Dynamic Strategies.. (1996). Leland, Hayne.
    In: Research Program in Finance Working Papers.
    RePEc:ucb:calbrf:rpf-263-rev.

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  58. Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing. (1996). Zin, Stanley ; Foresi, Silverio .
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  59. Investor Reaction to Salient News in Closed-End Country Funds. (1996). Lamont, Owen ; Wizman, Thierry A. ; Klibanoff, Peter.
    In: NBER Working Papers.
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  60. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices. (1995). Lo, Andrew ; Ait-Sahalia, Yacine.
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  61. Nonparametric Pricing of Interest Rate Derivative Securities. (1995). Ait-Sahalia, Yacine.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5345.

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  62. The Exchange Rate Under Target Zones. (). Vajanne, Laura.
    In: ETLA A.
    RePEc:rif:abooks:16.

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  63. Short-term options with stochastic volatility: Estimation and empirical performance. (). Fiorentini, Gabriele ; Rubio, Gonzalo ; Angel León, .
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:02.

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