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Wang, Weiguan

  1. Neural networks for option pricing and hedging: a literature review
    2019/11/13 by Ruf, Johannes, Wang, Weiguan · 7 citations
    #91G20 #91G60 #91G70 #91G80 #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST)