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~person:"Cao, Yi"
~person:"Kucharczyk, Daniel"
~subject:"Data mining"
~subject:"Volatility"
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Cao, Yi
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Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
2
Neural networks and arbitrage in the VIX : a deep learning approach for the VIX
Osterrieder, Joerg
;
Kucharczyk, Daniel
;
Rudolf, Silas
; …
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 97-115
Persistent link: https://www.econbiz.de/10012284951
Saved in:
3
A neural network enhanced volatility component model
Zhai, Jia
;
Cao, Yi
;
Liu, Xiaoquan
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 783-797
Persistent link: https://www.econbiz.de/10012262620
Saved in:
4
Wavelet-based option pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
Saved in:
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