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Alex Lipton
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Alex Lipton8 visible / 8 total nodes / 22 links

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Related contextCo-authorshipCo-authorshipCo-authorshipCo-authorshipCo-authorshipCo-authorshipWorks onWorks onAuthorshipWorks onWorks onWorks onWorks onWorks onWorks onAuthorshipAuthorshipAuthorshipAuthorshipTopic signalTopic signalAlex LiptonAAlex LiptonResearcherA Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility FormulaWA Geometry-Aware Residu...preprint / 2026Adil ReghaiAAdil ReghaiResearcherLama TarsissiALama TarsissiResearcherGérard BiauAGérard BiauResearcherq-fin.CPTq-fin.CP403 worksMachine LearningTMachine Learning49008 worksSystemic Risks in CCP NetworksWSystemic Risks in CCP N...preprint / 2016
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Alex Lipton

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PaperA Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility FormulaAuthorship / preprint / 2026PersonAdil ReghaiCo-authorship / ResearcherPersonLama TarsissiCo-authorship / ResearcherPersonGérard BiauCo-authorship / ResearcherTopicq-fin.CPWorks on / 403 worksTopicMachine LearningWorks on / 49008 worksPaperSystemic Risks in CCP NetworksAuthorship / preprint / 2016

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