CHEN, Yinlei. Generative Diffusion Models for Option Pricing: A Novel Framework for Modeling Volatility Dynamics in U.S. Financial Markets. Journal of Industrial Engineering and Applied Science, London, U.K., v. 3, n. 6, p. 23–29, 2025. DOI: 10.70393/6a69656173.333338. Disponível em: https://www.suaspress.org/ojs/index.php/JIEAS/article/view/v3n6a04. Acesso em: 20 dec. 2025.