Option valuation under no-arbitrage constraints with neural networks

Yi Cao, Xiaoquan Liu, Jia Zhai

Research output: Journal PublicationArticlepeer-review

7 Citations (Scopus)
64 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Option valuation under no-arbitrage constraints with neural networks'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance

Computer Science