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A clustering method to solve backward stochastic differential equations with jumps
Zhang, Liangliang - In: Journal of mathematical finance 10 (2020) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10012545300
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A general framework of derivatives pricing
Zhang, Liangliang - In: Journal of mathematical finance 10 (2020) 2, pp. 255-266
Persistent link: https://www.econbiz.de/10012545688
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A general framework of optimal investment
Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 3, pp. 535-560
Persistent link: https://www.econbiz.de/10012210442
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Asset return prediction via machine learning
Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 4, pp. 691-697
Persistent link: https://www.econbiz.de/10012433454
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Derivatives pricing via machine learning
Ye, Tingting; Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 3, pp. 561-589
Persistent link: https://www.econbiz.de/10012210443