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Option hedging using LSTM-RNN : an empirical analysis
Zhang, Junhuan; Huang, Wenjun - In: Quantitative finance 21 (2021) 10, pp. 1753-1772
Persistent link: https://www.econbiz.de/10012653710
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A mean CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution
Zhao, Shangmei; Lu, Qing; Han, Liyan; Liu, Yong; Hu, Fei - 2015
Persistent link: https://www.econbiz.de/10010490203