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most citedA Machine Learning Approach to Forecasting Honey Production with Tree-Based Methods

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q-fin.PR2025

Empirical Models of the Time Evolution of SPX Option Prices

Alessio Brini, David A. Hsieh, Patrick Kuiper +2

The key objective of this paper is to develop an empirical model for pricing SPX options that can be simulated over future paths of the SPX. To accomplish this, we formulate and ri…