Option valuation under no-arbitrage constraints with neural networks

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Publication:2030534

DOI10.1016/j.ejor.2020.12.003zbMath1487.91162OpenAlexW3112507188MaRDI QIDQ2030534

Jia Zhai, Yi Cao, Xiaoquan Liu

Publication date: 7 June 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://eprints.nottingham.ac.uk/65405/1/Combine.pdf




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