"Option valuation under no-arbitrage constraints with neural networks."

Yi Cao, Xiaoquan Liu, Jia Zhai (2021)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2020.12.003

access: closed

type: Journal Article

metadata version: 2024-05-07

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/CaoLZ21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/CaoLZ21
Yi Cao, Xiaoquan Liu, Jia Zhai:
Option valuation under no-arbitrage constraints with neural networks. Eur. J. Oper. Res. 293(1): 361-374 (2021)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.